IVP
IV Percentile
Sentiment & DerivativesP2OptionsApplies to: US stocks
Formula
Days over the past ~252 trading days with IV below the current level / total trading days × 100
How to read it
More robust to extremes than IVR; >80% historically elevated.
Outputvalue/series
Data source: Options platforms. Public knowledge, not investment advice.
See IVP computed live on popular US stocks →
Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.