Avery Dennison Corp (AVY) Implied Volatility
Avery Dennison Corp (AVY) options trade at a 30-day at-the-money implied volatility of 29.2%, an IV rank of 43 out of 100 over the past year. This page breaks down AVY's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
AVY 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 29.2% |
| ATM IV — 2 month | 31.1% |
| ATM IV — 3 month | 28.4% |
| IV rank (1 year) | 43 / 100 |
| IV percentile (1 year) | 74% |
| Expected move (front expiration) | ±$6.47 (±4.0%) |
| Historical volatility — 10 day | 33.9% |
| Historical volatility — 21 day | 30.8% |
| Historical volatility — 30 day | 29.7% |
| Historical volatility — 60 day | 30.9% |
| IV / HV ratio | 0.98 |
| Term slope (front − 3M) | +0.8 pts |
| 25Δ skew (front) | -1.9 pts |
An IV rank of 43 places current implied volatility in the middle of its 52-week range. An IV/HV ratio of 0.98 means implied volatility is roughly in line with recent realized volatility. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
AVY IV Rank History
AVY IV rank (0–100), past year.
IV rank has fallen from 92 in Feb '26 to 43 today. An IV percentile of 74% means implied volatility was lower than today on 74% of trading days in the past year.
Explore the payoff profile of option on AVY for free
Build multi-leg AVY strategies, visualize payoffs, and scan the full US options universe with OptiView.
AVY Options FAQ
What is the implied volatility of AVY options?
AVY options trade at a 30-day at-the-money implied volatility of 29.2% as of Jul 10, 2026. That is an IV rank of 43 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is AVY implied volatility high or low right now?
By its own 52-week standards, AVY implied volatility is currently moderate: IV rank is 43 out of 100 as of Jul 10, 2026. Compared with realized movement, the IV/HV ratio of 0.98 shows options pricing less movement than the stock has recently delivered.
What move do AVY options imply before the next expiration?
Front-expiration AVY options imply a one-standard-deviation move of ±$6.47 (±4.0%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between AVY's IV rank and IV percentile?
IV rank (currently 43) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 74%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.