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Today, FDX has an IV Rank of 51%, placing it in the moderate range for options analysis.
FedEx — Implied volatility rank, VRP edge, and volatility regime
FedEx (FDX) is a Industrials stock with actively traded listed options. Its IV Rank sits at 50.9%, placing premiums in the rich half of the 52-week range. IV Rank 51% is 22pp below the Industrials sector median of 73%. Rich premiums may suit short-volatility setups. FDX expected move analysis.
Base case: FDX IV Rank 51% places premiums in the rich half of 52-week distribution — selling premium has historical edge here.
IV Rank measures where FDX'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. FDX's current IV Rank of 51% places premiums in the rich half 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. FDX's current VRP of +0.9pp shows implied and realized are closely matched, so high IV Rank alone is not enough — wait for a clearer VRP signal.
IV Rank rotates over volatility cycles: rich premiums today often follow a catalyst (earnings, macro event, sector stress) and then mean-revert. For FDX's expected price range derived from this volatility, see the FDX expected move. For premium-selling signals that combine IV Rank with VRP and other factors, see the FDX premium selling signal.
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See whether FDX IV Rank is rising, falling, or flat over the past 20 days — and what that means for entries.
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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
FedEx's IV Rank of 50.9% places premiums in the middle of the 252-day range — neither particularly rich nor cheap. At moderate IV Rank, premium sellers can still find opportunities but should be more selective about strategy and timing. Focus on tickers where VRP confirms overpricing and where the RV regime supports selling. Credit spreads and iron condors work well at moderate IV Rank because they reduce capital requirement while maintaining positive expected value.
FedEx's IV Rank measures where current implied volatility sits relative to its 252-day range. At 50.9%, 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.
FedEx's IV Rank of 50.9% is lower than most Industrials peers. This suggests either the stock is genuinely calmer than peers, or the market has already compressed IV after a recent catalyst resolution. For premium sellers focused on sector plays, peers with higher IV Rank may offer better absolute returns. Higher-IV alternatives: PAYC (78%), LDOS (77%), J (73%).
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.
FedEx's IV Rank is 50.9%, meaning current implied volatility is higher than 51% of readings over the past 252 trading days. This elevated level is favorable for premium selling — IV is above its 1-year median.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (34.9%) − HV 20d (34.1%) = +0.9pp
HV 20d (34.1%) ÷ IV 30d (34.9%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 34.1% |
| IV 30d (ORATS) | 34.9% |
| 77.9% |
| 0.70 |
| +22.1pp |
| weak |
| LDOS | 76.7% | 0.72 | +11.4pp | weak |
| TDG | 68.8% | 0.75 | +10.0pp | weak |
FedEx's Volatility Risk Premium (VRP) is +0.9pp. Slightly — IV is marginally above realized volatility, providing a small edge for sellers.
FedEx's IV Rank is 50.9% — meaning current IV is higher than 51% 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, FedEx has an IV Rank of 50.9%. PAYC leads the sector at 78% IV Rank versus FedEx's 51%. Both may offer premium selling opportunities depending on other conditions.
FedEx'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 (0.97) 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.