XRMI · IV Rank History

Global X S&P 500 Risk Managed Income ETF · ETF

IV rank shows where XRMI's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

XRMI's 30-day at-the-money implied volatility was 17.5% as of Oct 9, 2026. Its 52-week IV rank is 2 and its IV percentile is 4%: IV was lower on 4% of the past year's sessions. Over those 52 weeks it ranged from 13.9% (Oct 7, 2026) to 207.8% (Feb 20, 2026). On the 90-session window our screeners use, the IV rank is 2.

XRMI IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

XRMI IV rank and implied volatility as of 2026-10-09

52-Week IV Rank
2
0 = year low, 100 = year high
IV Percentile
4%
of past-year sessions had lower IV
90-Session IV Rank
2
used by our screeners
30-Day ATM IV
17.5%
1-year average 52.5%
7-Day ATM IV
26.0%
90-session rank 3
52-Week IV High
207.8%
2026-02-20
52-Week IV Low
13.9%
2026-10-07
History Since
2023-05-02
762 sessions

How these are measured. Implied volatility here is XRMI's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means XRMI options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

XRMI implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 19.7% 33.4% 13.9% 3
Sep 2026 55.9% 133.9% 24.3% 23
Aug 2026 63.7% 194.0% 17.7% 28
Jul 2026 52.8% 117.9% 15.0% 24
Jun 2026 59.7% 145.8% 21.3% 22
May 2026 78.0% 126.0% 25.1% 32
Apr 2026 84.0% 158.3% 29.0% 35
Mar 2026 44.3% 123.5% 27.1% 15
Feb 2026 52.7% 207.8% 18.1% 20
Jan 2026 73.8% 193.1% 22.5% 36
Dec 2025 37.4% 136.9% 18.4% 25
Nov 2025 22.5% 31.2% 15.5% 7
Oct 2025 36.3% 87.3% 21.4% 8
Sep 2025 27.4% 36.0% 23.8% 6
Aug 2025 30.6% 58.1% 20.5% 7
Jul 2025 30.7% 51.1% 21.6% 7
Jun 2025 104.7% 217.4% 23.5% 58
May 2025 51.4% 120.8% 15.7% 37
Apr 2025 45.6% 79.6% 34.2% 45
Mar 2025 46.6% 52.2% 41.7% 47
Feb 2025 33.5% 46.9% 21.7% 25
Dec 2024 69.6% 69.6% 69.6% 87
Nov 2024 30.6% 57.7% 19.2% 18
Oct 2024 38.2% 77.2% 23.9% 32
Sep 2024 47.8% 65.3% 39.2% 61
Aug 2024 45.0% 65.9% 35.4% 55
Jul 2024 31.9% 63.7% 26.1% 28
Jun 2024 32.4% 67.2% 24.7% 35
May 2024 33.4% 54.1% 17.9% 51
Apr 2024 35.6% 43.0% 30.0% 61
Mar 2024 35.8% 43.7% 29.9% 89
Feb 2024 34.5% 36.5% 31.2% 75
Jan 2024 32.1% 36.2% 23.0% 52
Dec 2023 29.2% 34.2% 24.1% 46
Nov 2023 29.6% 35.3% 9.1% 46
Oct 2023 32.7% 38.2% 8.9% 48
Sep 2023 34.1% 53.3% 27.6% 41
Aug 2023 31.7% 36.1% 28.2% 37
Jul 2023 30.2% 32.0% 21.6% 34
Jun 2023 19.7% 31.8% 8.9% 17
May 2023 35.7% 70.8% 9.0% —

XRMI IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-09 2 17.5% 26.0%
2026-10-08 3 19.4% 32.9%
2026-10-07 0 13.9% 22.1%
2026-10-06 2 18.3% 21.9%
2026-10-05 2 19.4% 28.8%
2026-10-02 1 16.3% 21.6%
2026-10-01 10 33.4% 45.0%
2026-09-30 17 44.7% 44.7%
2026-09-29 33 74.0% 43.2%
2026-09-28 13 38.4% 43.1%
2026-09-25 49 102.7% 138.8%
2026-09-24 66 133.9% —
2026-09-23 13 38.6% —
2026-09-22 11 34.7% —
2026-09-21 54 111.4% —
2026-09-17 6 26.1% —
2026-09-16 12 37.2% 101.7%
2026-09-15 9 30.8% 73.7%
2026-09-14 8 29.1% 59.6%
2026-09-11 6 25.6% 45.4%
2026-09-10 11 35.6% 61.6%
2026-09-09 46 97.3% 50.4%
2026-09-08 42 90.1% 40.7%
2026-09-04 5 24.6% 36.6%
2026-09-03 5 24.3% 36.5%
2026-09-02 39 85.0% 40.8%
2026-09-01 10 33.0% 41.1%
2026-08-31 32 72.1% 34.9%
2026-08-28 7 28.1% 32.0%
2026-08-27 54 111.1% —

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.