Where to Find Historical IV Rank Data

Historical IV rank and IV percentile for US equities, placing today's volatility inside each name's own trailing-year range, from Alphanume.

IV rank is the first number most options traders reach for, because it answers the question that matters: is implied volatility high or low for this stock, relative to its own recent history? A 40 percent implied volatility means nothing on its own. A 40 percent reading that sits at the top of the name's yearly range means something very different from one near the bottom.

Live IV rank is easy to glance at on a broker screen. Historical IV rank, the full series you can backtest against, is much harder to find. Alphanume publishes it as the IV/HV Rank (52-Week) dataset.

What the dataset is

IV/HV Rank places the current roughly 30-day implied volatility and 30-day realized volatility within each name's own trailing 52-week range (252 observations). It reports both a rank from 0 to 100, the position inside the high-to-low band, and a percentile from 0 to 100, the share of the year that traded below the current level. A ticker only appears once it has a full year of history, so every reading is computed on a complete window.

It shares the same source, universe, cadence, and real-time is_final layer as the rest of the Alphanume volatility catalog, so IV rank lines up cleanly with the premium and vol-of-vol datasets.

Key fields

• iv, iv_rank, iv_percentile
• iv_52w_high, iv_52w_low, iv_52w_median
• hv, hv_rank, hv_percentile, and the matching 52-week stats
• n_obs_52w: observations in the window
• cross-sectional *_cs_ranked and *_cs_z, plus is_final and last_updated

What you can do with it

• Find historically cheap or expensive volatility for premium timing.
• Compare IV rank against HV rank to spot divergences.
• Screen for high-percentile names ahead of premium-selling.
• Build mean-reversion or breakout volatility signals on a clean historical series.

How to access it

IV/HV Rank is on the free tier as a rolling 30-day delayed window. Filter directly on rank and percentile:

curl "https://api.alphanume.com/v1/iv-rank?ticker=AAPL&min_iv_rank=80&api_key=alp_your_key"

Grab a free Alphanume API key, read the API documentation, or explore it on Alphanume to screen the latest ranks.

Why historical IV rank is the hard part

Live IV rank is on every broker screen, but the historical series is what you need to build and test a strategy, and it is far harder to source. Computing it properly requires a full trailing 52-week window of implied and realized volatility for each name, rebuilt for every date, with names excluded until they have a complete year of history.

Alphanume maintains that series with the same source, universe, and cadence as the rest of its volatility catalog, including the real-time is_final layer. That consistency means IV rank lines up cleanly with the premium and vol-of-vol datasets, so you can combine "is volatility high for this name" with "is it rich versus realized" and "is it stable" in one coherent framework.

Frequently asked questions

What is the difference between IV rank and IV percentile?

IV rank is where current implied volatility sits in the trailing 52-week high-to-low band, from 0 to 100. IV percentile is the share of the year that traded below the current level, also from 0 to 100.

What lookback window is used?

A trailing 52 weeks, which is 252 observations. A ticker only appears once it has a full year of history, so every reading is computed on a complete window.

Is historical IV rank free?

Yes, on the free tier as a rolling 30-day delayed window. Pro removes the delay and raises the rate limit to 600 requests per minute.

Does it cover realized volatility too?

Yes. Alongside iv_rank and iv_percentile it provides hv_rank and hv_percentile, so you can compare implied and realized volatility within the same framework.

Can I screen the whole market by IV rank?

Yes. Use min_iv_rank and max_iv_rank (and the percentile filters) to return every name above or below a threshold, or pass a ticker for a single name.