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Church & Dwight — Implied volatility rank, VRP edge, and volatility regime
Church & Dwight (CHD) operates in the Consumer Staples sector and has actively traded listed options. Its IV Rank sits at 64.9%, placing premiums in the rich half of the 52-week range. IV Rank 65% is 23pp above the Consumer Staples sector median of 42%. Rich premiums may suit short-volatility setups. See Expected Move for strike placement.
This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Higher IV Rank means relatively richer premiums compared to each stock's own history.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Church & Dwight's IV Rank at 64.9% indicates options premiums are above average, sitting in the upper third of the 252-day range. This is a favorable zone for premium sellers — IV is above its 1-year median, meaning more premium is available than usual. The key question is whether this elevated IV reflects genuine future risk or an overreaction. Check the VRP (currently -0.2pp) to confirm whether the market is overpricing risk.
Church & Dwight's IV Rank measures where current implied volatility sits relative to its 252-day range. At 64.9%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
Church & Dwight's realized volatility currently exceeds implied volatility (VRP -0.2pp), meaning the stock is actually moving more than options prices suggest. This negative VRP environment is unfavorable for premium sellers — you're collecting less premium than the risk warrants. This can occur during fundamental shifts, sector rotation, or macro events where the stock's behavior has changed faster than the options market has adjusted. Wait for IV to catch up to RV, or for RV to calm down, before initiating new short premium positions.
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Church & Dwight's IV Rank is 64.9%, meaning current implied volatility is higher than 65% of readings over the past 252 trading days. This elevated level is favorable for premium selling — IV is above its 1-year median.
Church & Dwight's Volatility Risk Premium (VRP) is -0.2pp. No — realized volatility currently exceeds implied volatility, meaning options are underpriced. Not ideal for selling.
Church & Dwight's IV Rank is 64.9% — meaning current IV is higher than 65% of readings over the past year. This is elevated, so option premiums are richer than usual. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Consumer Staples peers, Church & Dwight has an IV Rank of 64.9%. Church & Dwight leads the sector. The next highest peer is STZ at 47%, suggesting Church & Dwight offers richer absolute premiums within the sector.
Church & Dwight's volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (1.01) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
When Church & Dwight's realized volatility exceeds implied (negative VRP of -0.2pp), it means the stock is genuinely moving more than the options market predicted. This can happen during trend acceleration, sector rotation, or after a fundamental change that the market hasn't fully priced in. For premium sellers, this is a warning: you're being underpaid for the actual risk. Wait for the gap to close — either through RV calming down or IV rising to match reality.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (27.0%) − HV 20d (27.2%) = -0.2pp
Why two RV values? ORATS HV uses 20-day close-to-close. Yang-Zhang uses OHLC. VRP computed with ORATS HV. Δ3.5pp.
HV 20d (27.2%) ÷ IV 30d (27.0%). Below 1.0 = options overpriced.
| Window | Value | vs 60d ⓘ |
|---|---|---|
| RV 10d (YZ) | 22.9% | -7.1% |
| RV 20d (YZ) | 30.7% | +24.6% |
| HV 20d (ORATS) VRP | 27.2% | +10.4% |
| RV 60d (YZ) | 24.6% | baseline |