INSW implied volatility
From the closing options book · October 20, 2026 · updated after every close
INSW's at-the-money implied volatility was 63.5% at the October 20, 2026 close. Over the past 24 sessions it ranged from 45.4% to 91.0%, putting today's level at an IV rank of 40 and IV percentile of 67.
INSW at-the-money IV, last 60 sessions
Options were pricing more movement than INSW actually delivered over the last 20 sessions (63.5% implied against 43.9% 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 INSW's own closing history.
These are the October 20, 2026 closing numbers. Members see INSW's map move live all session.
Common questions
63.5% at the money at the October 20, 2026 close.
40 over the past 24 sessions (IV percentile 67).
Its IV percentile is 67: middling 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.