IV Percentile
Definition
A ranking showing how current implied volatility compares to its historical levels over a set period (usually one year).
Example
IV Percentile of 90% means current IV is higher than 90% of past readings.
Related Terms
Frequently Asked Question
What is IV Percentile?
IV Percentile ranks current implied volatility against all historical IV readings over a set period (usually one year). An IV Percentile of 90% means current IV is higher than 90% of all prior readings — suggesting elevated premium for option sellers.
APA Citation
Last updated:
· Source: VixShield Trading Glossary — From SPX Mastery by Russell Clark
⚠️ Not financial advice. This definition is educational content from the SPX Mastery book series by Russell Clark (VixShield). Past performance is not indicative of future results. Trading options involves substantial risk of loss and is not appropriate for all investors. Always paper trade before risking real capital.