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IV Historical Analysis

IV Trend AnalysisStatistical InsightsTrading Applications
Stock Symbol
Expiry Date
Analysis Period
30 days
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IV Trend Analysis

Visualize implied volatility trends over time with interactive charts showing highest, lowest, and current IV levels.

Statistical Analysis

Comprehensive IV statistics including percentiles, volatility of volatility, and mean reversion patterns.

Trading Insights

Strategic insights for option trading based on IV percentiles, volatility cycles, and historical patterns.

IV Historical Analysis Tool

Analyze implied volatility patterns and trends for individual stocks over customizable time periods. This tool helps traders understand volatility cycles, identify mean reversion opportunities, and make informed decisions about option entry and exit points.

Analysis Features

  • IV Trend Charts: Interactive time-series charts showing IV evolution
  • Historical Statistics: Current, highest, lowest IV with dates
  • Day-wise Breakdown: Detailed daily IV data with weekday patterns
  • Spot Price Correlation: How IV changes relative to underlying price movement
  • Customizable Periods: Analyze from 5 to 100 days of historical data

Understanding IV Patterns

IV Percentile: Shows whether current IV is high or low relative to historical range

Mean Reversion: IV tends to revert to its historical average over time

Volatility Clustering: High volatility periods tend to be followed by high volatility

Event Risk: Earnings, news, and events can cause IV spikes

Time Decay: IV generally decreases as expiration approaches (all else equal)

Trading Applications

Buy Options: When IV is in lower percentiles (mean reversion expected)

Sell Options: When IV is in higher percentiles (volatility expansion unlikely)

Volatility Trading: Use IV patterns to time volatility-based strategies

Risk Management: Understand normal vs abnormal volatility levels for position sizing

Understanding IV Patterns

Volatility Cycles & Mean Reversion

Implied volatility follows predictable patterns and cycles. Understanding these patterns helps traders identify optimal entry and exit points for options strategies.

Mean Reversion

IV tends to revert to historical average over time

Volatility Clustering

High volatility periods followed by high volatility

Event-driven Spikes

Earnings and news create temporary IV expansions

Key IV Metrics Explained

Our historical analysis provides comprehensive statistics that help you understand the current IV environment relative to historical norms.

IV Percentile

Current vs Historical

IV Rank

52-Week Position

Volatility of Vol

IV Stability Measure

Max/Min IV

Historical Extremes

Strategic Trading Applications

IV Percentile-Based Strategies

Use IV percentile rankings to determine optimal strategy selection. High percentiles favor premium selling, while low percentiles favor premium buying strategies.

IV Percentile > 80:Sell Premium
IV Percentile 20-80:Neutral Strategies
IV Percentile < 20:Buy Premium

Volatility Expansion vs Contraction

Identify periods of volatility expansion and contraction to time your options strategies effectively. Historical patterns help predict future volatility behavior.

Expansion Signals:

  • • IV at multi-month lows before events
  • • Approaching earnings or FDA approvals
  • • Market stress indicators rising
  • • Technical breakout patterns forming

Analysis Time Periods

Different time periods reveal different aspects of volatility behavior. Choose the right timeframe based on your trading horizon and strategy.

5-15 Days

Short-term patterns and event impact

30-60 Days

Standard analysis for most strategies

90-100 Days

Long-term trends and seasonal patterns

Advanced Analytics Features

Interactive Charts

Visual representation of IV trends with interactive time-series charts showing highest, lowest, and current levels.

Time Series:Interactive
Data Points:Daily IV
Overlays:Spot Price

Statistical Insights

Comprehensive statistical analysis including percentiles, standard deviations, and correlation metrics.

Percentiles:25/50/75/90
Volatility of Vol:Stability Metric
Correlation:IV vs Price

Risk Assessment

Historical volatility patterns help assess risk levels and position sizing for different market conditions.

Risk Level:IV Percentile
Volatility Regime:High/Low/Normal
Mean Reversion:Probability

Frequently Asked Questions

What time period should I analyze for IV patterns?

For most strategies, 30-60 days provides good insight into recent patterns. Use 5-15 days for event-driven analysis and 90-100 days for understanding long-term volatility cycles.

How do I interpret IV percentile rankings?

IV percentile shows how often IV has been below the current level. Above 80th percentile suggests high IV (favor selling), below 20th percentile suggests low IV (favor buying).

What causes volatility clustering patterns?

Market stress, uncertainty, and information flow create clustering. High volatility periods often persist due to continued uncertainty, while calm periods reflect stable market conditions.

How reliable is IV mean reversion for trading?

IV mean reversion is a strong tendency but not a guarantee. Extreme events can shift the long-term average. Use it as a guide while considering current market conditions and upcoming catalysts.

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