›››
Loading...
Loading...
Palo Alto Networks — Implied volatility rank, VRP edge, and volatility regime
Palo Alto Networks (PANW) operates in the Information Technology sector and has actively traded listed options. Its IV Rank reads 40.6%, mid-range within the past year — neither cheap nor rich. VRP of +0.3pp shows options are slightly overpricing realized movement. Average IV can work with directional or defined-risk structures. 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.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Palo Alto Networks's IV Rank of 40.6% 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.
Palo Alto Networks's IV Rank measures where current implied volatility sits relative to its 252-day range. At 40.6%, 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.
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.
Palo Alto Networks's IV Rank is 40.6%, meaning current implied volatility is higher than 41% of readings over the past 252 trading days. This is in the average range — premiums are neither particularly rich nor cheap.
Palo Alto Networks's Volatility Risk Premium (VRP) is +0.3pp. Slightly — IV is marginally above realized volatility, providing a small edge for sellers.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (39.5%) − HV 20d (39.2%) = +0.3pp
Why two RV values? ORATS HV uses 20-day close-to-close. Yang-Zhang uses OHLC. VRP computed with ORATS HV. Δ23.1pp.
HV 20d (39.2%) ÷ IV 30d (39.5%). Below 1.0 = options overpriced.
| Window | Value | vs 60d ⓘ |
|---|---|---|
| RV 10d (YZ) | 70.6% | +67.0% |
| RV 20d (YZ) | 62.3% | +47.4% |
| HV 20d (ORATS) VRP | 39.2% | -7.3% |
| RV 60d (YZ) | 42.3% | baseline |
Palo Alto Networks's IV Rank is 40.6% — meaning current IV is higher than 41% of readings over the past year. This is in the average range — premiums are moderate. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Palo Alto Networks'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 (0.99) 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.