COIG Implied Volatility

This page breaks down COIG'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 Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$5.66
52-week range
$3.88 – $49.06
IV rank
15 / 100
Low
Put/call OI
0.07
Call-heavy
Max pain
$4
↓ 29.3% below close

Implied Volatility & Expected Move

83%134%185%237%288%Jan '26May '26Aug '26

COIG 30-day at-the-money implied volatility, past year.

ATM IV — 2 month142.8%
IV rank (1 year)15 / 100
IV percentile (1 year)16%
Historical volatility — 10 day145.8%
Historical volatility — 21 day147.0%
Historical volatility — 30 day145.0%
Historical volatility — 60 day136.7%

An IV rank of 15 places current implied volatility in the lower part of its 52-week range.

COIG IV Rank History

4305783109Feb '26May '26Aug '26

COIG IV rank (0–100), past year.

IV rank has fallen from 36 in Feb '26 to 15 today. An IV percentile of 16% means implied volatility was lower than today on 16% of trading days in the past year.

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COIG Options FAQ

Is COIG implied volatility high or low right now?

By its own 52-week standards, COIG implied volatility is currently low: IV rank is 15 out of 100 as of Aug 24, 2026.

What is the difference between COIG's IV rank and IV percentile?

IV rank (currently 15) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 16%) 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.