SIG implied volatility
From the closing options book · October 20, 2026 · updated after every close
SIG's at-the-money implied volatility was 36.1% at the October 20, 2026 close. Over the past 80 sessions it ranged from 36.1% to 91.3%, putting today's level at an IV rank of 0 and IV percentile of 0.
SIG at-the-money IV, last 60 sessions
Options were pricing less movement than SIG actually delivered over the last 20 sessions (36.1% implied against 39.5% 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 SIG's own closing history.
These are the October 20, 2026 closing numbers. Members see SIG's map move live all session.
Common questions
36.1% at the money at the October 20, 2026 close.
0 over the past 80 sessions (IV percentile 0).
Its IV percentile is 0: 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.