RPC INC (RES) Implied Volatility
RPC INC (RES) options trade at a 30-day at-the-money implied volatility of 222.1%, an IV rank of 79 out of 100 over the past year. This page breaks down RES'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.
Implied Volatility & Expected Move
RES 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 222.1% |
| IV rank (1 year) | 79 / 100 |
| IV percentile (1 year) | 96% |
| Expected move (front expiration) | ±$3.92 (±63.7%) |
| Historical volatility — 10 day | 35.1% |
| Historical volatility — 21 day | 93.3% |
| Historical volatility — 30 day | 113.7% |
| Historical volatility — 60 day | 113.7% |
| IV / HV ratio | 1.95 |
An IV rank of 79 places current implied volatility near the top of its 52-week range. With an IV/HV ratio of 1.95, options currently price in more movement than the stock has recently realized.
RES IV Rank History
RES IV rank (0–100), past year.
IV rank has fallen from 84 in Feb '26 to 79 today. An IV percentile of 96% means implied volatility was lower than today on 96% of trading days in the past year.
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RES Options FAQ
What is the implied volatility of RES options?
RES options trade at a 30-day at-the-money implied volatility of 222.1% as of Aug 24, 2026. That is an IV rank of 79 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is RES implied volatility high or low right now?
By its own 52-week standards, RES implied volatility is currently high: IV rank is 79 out of 100 as of Aug 24, 2026. Compared with realized movement, the IV/HV ratio of 1.95 shows options pricing more movement than the stock has recently delivered.
What move do RES options imply before the next expiration?
Front-expiration RES options imply a one-standard-deviation move of ±$3.92 (±63.7%) as of Aug 24, 2026, derived from at-the-money option prices.
What is the difference between RES's IV rank and IV percentile?
IV rank (currently 79) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 96%) 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.