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Today, DE has an IV Rank of 89%, placing it in the high range for options analysis.
Deere & Company — Implied volatility rank, VRP edge, and volatility regime
Deere & Company (DE) is a Industrials stock with actively traded listed options. Its IV Rank sits at 88.7%, placing premiums in the rich half of the 52-week range. IV Rank 89% is 11pp above the Industrials sector median of 78%. Rich premiums may suit short-volatility setups. DE expected move analysis.
Base case: DE premiums sit in the top quintile of 52-week history (IV Rank 89%) — short-vol structures are statistically favored.
IV Rank measures where DE's current implied volatility sits in its 1-year history — 0% means the cheapest premiums of the year, 100% means the richest. It is the canonical filter premium sellers use to decide whether option pricing is attractive enough to short. DE's current IV Rank of 89% places premiums in the top quintile of the 52-week distribution.
High IV Rank suggests options are pricing more uncertainty than usual, which is a necessary condition for premium-selling edge. The sufficient condition is positive VRP — implied volatility actually overshooting the realized movement of the stock. DE's current VRP of +7.2pp confirms options are overpricing realized movement and short-premium structures carry an edge.
IV Rank rotates over volatility cycles: rich premiums today often follow a catalyst (earnings, macro event, sector stress) and then mean-revert. For DE's expected price range derived from this volatility, see the DE expected move. For premium-selling signals that combine IV Rank with VRP and other factors, see the DE premium selling signal.
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See whether DE IV Rank is rising, falling, or flat over the past 20 days — and what that means for entries.
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Diagnostic for whether implied volatility is elevated enough that the model reads it as a rich premium-selling regime. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 is the threshold the model uses to mark premium pricing as elevated relative to the trailing year.
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
Deere & Company's IV Rank of 88.7% places current implied volatility above 80% of readings from the past 252 trading days. Options premiums are historically rich — this is the environment where premium sellers have the largest absolute edge. High IV Rank combined with a positive VRP of +7.2pp means options are both historically expensive AND overpriced relative to actual movement. Iron condors, strangles, and credit spreads all benefit from selling at these elevated levels.
Deere & Company's IV Rank measures where current implied volatility sits relative to its 252-day range. At 88.7%, 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.
Deere & Company's IV Rank of 88.7% exceeds its Industrials peers, suggesting stock-specific factors are driving elevated premiums. When one stock's IV Rank significantly leads the sector, it often reflects company-specific catalysts — upcoming earnings, regulatory decisions, or concentrated institutional positioning. Sector peers for comparison: NDSN (100%), VRT (89%), AOS (78%). This sector-relative premium makes Deere & Company a candidate for premium selling even if the sector's overall IV environment is moderate.
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.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (38.8%) − HV 20d (31.6%) = +7.2pp
HV 20d (31.6%) ÷ IV 30d (38.8%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 31.6% |
| IV 30d (ORATS) | 38.8% |
| 48.4% |
| 0.95 |
| +2.5pp |
| strong |
| AOS | 78.1% | 0.96 | +1.3pp | weak |
| VRT | 89.4% | 0.96 | +3.0pp | strong |
Deere & Company's IV Rank is 88.7%, meaning current implied volatility is higher than 89% of readings over the past 252 trading days. The model reads this elevated level as a regime where option premiums are rich relative to the trailing year.
Deere & Company's Volatility Risk Premium (VRP) is +7.2pp. Yes — IV significantly exceeds realized volatility, meaning options are priced above actual movement. The model marks this as the regime where the premium-selling edge is most clearly confirmed.
Deere & Company's IV Rank is 88.7% — meaning current IV is higher than 89% 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 Industrials peers, Deere & Company has an IV Rank of 88.7%. NDSN leads the sector at 100% IV Rank versus Deere & Company's 89%. Both may offer premium selling opportunities depending on other conditions.
Deere & Company'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 (0.81) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — the model reads this as a regime where the premium-selling edge is most clearly confirmed.
Deere & Company's RV Ratio of 0.81 indicates calming volatility — recent price movement is smaller than the longer-term baseline. When RV is declining but IV hasn't adjusted fully, the gap between them (VRP) widens, benefiting premium sellers. Calming volatility often precedes further IV compression, making current IV levels relatively expensive. This is a favorable environment for selling premium.
With earnings approximately 9 days away, Deere & Company's IV Rank includes a significant earnings premium component. IV typically ramps 7–14 days before earnings as hedgers and speculators bid up option prices. This inflates the IV Rank above where it would be without the upcoming event. After earnings, IV typically crushes — often by 20–40% — as uncertainty resolves. The current IV Rank should be interpreted as "event-elevated" rather than a pure measure of the stock's structural volatility level.