AAMI (Acadian Asset Management Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where AAMI's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on AAMI are priced rich or cheap relative to its own recent regime.

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

AAMI IV Rank Summary
Current
22%
Compressed — premium buying regime
30-Day Avg
56%
60-Day Avg
42%
90-Day Avg
39%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in AAMI's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
AAMI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260716 22% 0.6%
20260715 13% 0.5%
20260714 14% 0.5%
20260713 20% 0.6%
20260710 20% 0.6%
20260709 19% 0.6%
20260708 18% 0.6%
20260707 18% 0.6%
20260706 12% 0.5%
20260702 69% 1.1%
20260701 100% 1.4%
20260630 76% 1.0%
20260629 74% 1.0%
20260626 77% 1.0%
20260625 99% 1.2%
20260624 75% 1.0%
20260623 70% 0.9%
20260622 81% 1.0%
20260618 80% 1.0%
20260617 97% 1.2%
20260616 81% 1.0%
20260615 66% 0.9%
20260613 81% 1.0%
20260612 57% 0.8%
20260611 72% 1.0%
20260610 39% 0.7%
20260609 69% 0.9%
20260608 56% 0.8%
20260605 41% 0.7%
20260604 48% 0.8%
20260603 37% 0.7%
20260602 62% 0.9%
20260601 28% 0.6%
20260529 39% 0.7%
20260528 42% 0.7%
20260527 44% 0.7%
20260526 22% 0.6%
20260522 34% 0.7%
20260521 18% 0.5%
20260520 13% 0.5%
20260519 22% 0.6%
20260518 30% 0.6%
20260515 10% 0.5%
20260514 12% 0.5%
20260513 14% 0.5%
20260512 23% 0.6%
20260511 17% 0.5%
20260510 6% 0.4%
20260508 4% 0.4%
20260507 18% 0.6%
20260506 18% 0.6%
20260505 0% 0.4%
20260504 5% 0.5%
20260502 49% 0.9%
20260501 47% 0.9%
20260430 64% 1.0%
20260429 79% 1.2%
20260428 57% 1.0%
20260427 34% 0.7%
20260424 38% 0.8%
20260423 49% 0.9%
20260422 28% 0.7%
20260421 46% 0.9%
20260420 36% 0.8%
20260417 40% 0.8%
20260416 33% 0.7%
20260415 20% 0.6%
20260414 30% 0.7%
20260413 23% 0.6%
20260410 7% 0.5%
20260409 9% 0.5%
20260408 0% 0.4%
20260407 10% 0.6%
20260406 6% 0.5%
20260402 4% 0.5%
20260401 47% 1.0%
20260331 52% 1.1%
20260330 43% 1.0%
20260327 62% 1.2%
20260326 37% 0.9%
20260325 38% 0.9%
20260324 34% 0.9%
20260323 52% 1.1%
20260320 38% 0.9%
20260319 29% 0.8%
20260318 39% 0.9%
20260317 37% 0.9%
20260316 32% 0.8%
20260313 28% 0.8%
20260312 25% 0.8%