VolitionRx Limited (VNRX) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
VolitionRx Limited (VNRX) operates in the Healthcare sector, specifically the Medical - Diagnostics & Research industry, with a market capitalization near $12.6M, listed on AMEX, employing roughly 85 people, carrying a beta of 1.03 to the broader market. VolitionRx Limited, a multi-national epigenetics company, engages in the development of blood tests to help diagnose a range of cancers and other diseases worldwide. Led by Cameron Reynolds, public since 2012-03-02.
Snapshot as of May 15, 2026.
- Spot Price
- $2.06
- ATM IV
- 28.5%
- HV 20-Day
- 108.3%
- HV 60-Day
- 113.3%
- IV Rank
- 2.3%
- IV Percentile
- 13.1%
As of May 15, 2026, VolitionRx Limited (VNRX) ATM implied volatility is 28.5%. 20-day realized volatility is 108.3%, producing an IV-HV spread of -79.8 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 2.3%.
How VNRX iv/hv history Data Feeds Strategy Selection
Strategy selection on VolitionRx Limited options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 28.5% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked VNRX iv/hv history questions
- Is VNRX options pricing rich or cheap right now?
- As of May 15, 2026, VolitionRx Limited (VNRX) ATM IV is 28.5% against 20-day realized volatility of 108.3%. IV rank is 2.3%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
- What is the VNRX variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. VNRX is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does VNRX IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. VNRX's current rank of 2.3% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.