GAP implied volatility
From the closing options book · October 20, 2026 · updated after every close
GAP's at-the-money implied volatility was 38.4% at the October 20, 2026 close. Over the past 35 sessions it ranged from 33.4% to 65.3%, putting today's level at an IV rank of 15 and IV percentile of 14.
GAP at-the-money IV, last 60 sessions
Options were pricing more movement than GAP actually delivered over the last 20 sessions (38.4% implied against 33.1% 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 GAP's own closing history.
These are the October 20, 2026 closing numbers. Members see GAP's map move live all session.
Common questions
38.4% at the money at the October 20, 2026 close.
15 over the past 35 sessions (IV percentile 14).
Its IV percentile is 14: 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.