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Today, ROST has an IV Rank of 74%, placing it in the high range for options analysis.
Ross Stores Inc. — Implied volatility rank, VRP edge, and volatility regime
Ross Stores Inc. (ROST) operates in the Consumer Discretionary sector and has actively traded listed options. Its IV Rank sits at 74.3%, placing premiums in the rich half of the 52-week range. IV Rank 74% is 35pp above the Consumer Discretionary sector median of 39%. Rich premiums may suit short-volatility setups. ROST expected move analysis.
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
Ross Stores Inc.'s IV Rank at 74.3% 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 +10.3pp) to confirm whether the market is overpricing risk.
Ross Stores Inc.'s IV Rank measures where current implied volatility sits relative to its 252-day range. At 74.3%, 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.
Ross Stores Inc.'s implied volatility overprices realized movement by 10.3pp — a large gap that represents the core edge for premium sellers. The options market expects significantly more volatility than the stock is delivering, creating systematic overpricing that short premium strategies capture. Calming realized volatility amplifies this edge further. See the VRP Analysis page for the full historical spread and trend direction.
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.
Ross Stores Inc.'s IV Rank is 74.3%, meaning current implied volatility is higher than 74% of readings over the past 252 trading days. This high level suggests rich premiums for option sellers.
Ross Stores Inc.'s Volatility Risk Premium (VRP) is +10.3pp. Yes — IV significantly exceeds realized volatility, meaning options are overpriced relative to actual movement. This is the statistical edge premium sellers seek.
Ross Stores Inc.'s IV Rank is 74.3% — meaning current IV is higher than 74% 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 Discretionary peers, Ross Stores Inc. has an IV Rank of 74.3%. Ross Stores Inc. leads the sector. The next highest peer is GRMN at 56%, suggesting Ross Stores Inc. offers richer absolute premiums within the sector.
Ross Stores Inc.'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 (0.72) 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.
Ross Stores Inc.'s RV Ratio of 0.72 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.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (36.9%) − HV 20d (26.6%) = +10.3pp
HV 20d (26.6%) ÷ IV 30d (36.9%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 26.6% |
| IV 30d (ORATS) | 36.9% |