Backtesting Arena

Backtesting Arena

IV Rank

Volatility· DE: IV-Rank

Where current implied volatility sits within its trailing 52-week range: (current − min) / (max − min) × 100. 0 = at the 1-year low, 100 = at the 1-year high. A quick read of whether option premiums are historically elevated or compressed.

Calculation
(current DVOL − min DVOL over trailing 365d) / (max − min) × 100.
Unit & source
rank_0_100 · tradingstrategies.work Volatility Premium (Deribit DVOL vs realized) methodology

Related terms

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.