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Today, FTV has an IV Rank of 30%, placing it in the low range for options analysis.
Fortive Corp. — Implied volatility rank, VRP edge, and volatility regime
Fortive Corp. (FTV) is a Industrials stock with actively traded listed options. Its IV Rank reads 29.7%, mid-range within the past year — neither cheap nor rich. IV Rank 30% is 59pp below the Industrials sector median of 89%. Average IV can work with directional or defined-risk structures. FTV expected move analysis.
Base case: FTV IV Rank 30% is mid-range — lean on VRP and setup type rather than IV Rank alone.
IV Rank measures where FTV'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. FTV's current IV Rank of 30% places premiums in the mid-range 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. FTV's current VRP of +5.1pp 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 FTV's expected price range derived from this volatility, see the FTV expected move. For premium-selling signals that combine IV Rank with VRP and other factors, see the FTV premium selling signal.
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See whether FTV IV Rank is rising, falling, or flat over the past 20 days — and what that means for entries.
Traders track IV Rank momentum, not just absolute level. Rising from a low base often beats falling from a high.
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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
Fortive Corp.'s IV Rank of 29.7% means premiums are in the lower portion of the 252-day range. Absolute premium available per contract is reduced, which compresses potential returns for sellers. However, low IV Rank doesn't necessarily mean selling is wrong — if VRP is still positive (currently +5.1pp), options may still be overpriced relative to actual movement. The win rate can be high in low-IV environments because the stock is genuinely calm.
Fortive Corp.'s IV Rank measures where current implied volatility sits relative to its 252-day range. At 29.7%, 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.
Fortive Corp.'s IV Rank of 29.7% 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: NDSN (100%), VRT (89%), DE (89%).
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 (28.5%) − HV 20d (23.4%) = +5.1pp
HV 20d (23.4%) ÷ IV 30d (28.5%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 23.4% |
| IV 30d (ORATS) | 28.5% |
| 48.4% |
| 0.95 |
| +2.5pp |
| strong |
| AOS | 78.1% | 0.96 | +1.3pp | weak |
| VRT | 89.4% | 0.96 | +3.0pp | strong |
Fortive Corp.'s IV Rank is 29.7%, meaning current implied volatility is higher than 30% of readings over the past 252 trading days. This low level means premiums are relatively cheap; the model reads the regime as compressed for premium-selling structures.
Fortive Corp.'s Volatility Risk Premium (VRP) is +5.1pp. 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.
Fortive Corp.'s IV Rank is 29.7% — meaning current IV is higher than 30% of readings over the past year. This is low, meaning premiums are relatively cheap. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Industrials peers, Fortive Corp. has an IV Rank of 29.7%. NDSN leads the sector at 100% IV Rank versus Fortive Corp.'s 30%. Both may offer premium selling opportunities depending on other conditions.
Fortive Corp.'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 (0.82) 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.
Fortive Corp.'s RV Ratio of 0.82 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.