CRSP implied volatility
From the closing options book · October 20, 2026 · updated after every close
CRSP's at-the-money implied volatility was 58.1% at the October 20, 2026 close. Over the past 53 sessions it ranged from 52.5% to 137.0%, putting today's level at an IV rank of 7 and IV percentile of 21.
CRSP at-the-money IV, last 60 sessions
Options were pricing more movement than CRSP actually delivered over the last 20 sessions (58.1% implied against 51.0% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use CRSP's own closing history.
These are the October 20, 2026 closing numbers. Members see CRSP's map move live all session.
Common questions
58.1% at the money at the October 20, 2026 close.
7 over the past 53 sessions (IV percentile 21).
Its IV percentile is 21: low against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.