AIS · IV Rank History

VistaShares Artificial Intelligence Supercycle ETF · ETF

IV rank shows where AIS's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

AIS's 30-day at-the-money implied volatility was 54.3% as of Oct 21, 2026. Its 52-week IV rank is 49 and its IV percentile is 74%: IV was lower on 74% of the past year's sessions. Over those 52 weeks it ranged from 33.7% (Jan 12, 2026) to 75.6% (Jun 10, 2026). On the 90-session window our screeners use, the IV rank is 31.

AIS IV rank history

239 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

AIS IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
49
0 = year low, 100 = year high
IV Percentile
74%
of past-year sessions had lower IV
90-Session IV Rank
31
used by our screeners
30-Day ATM IV
54.3%
1-year average 51.5%
52-Week IV High
75.6%
2026-06-10
52-Week IV Low
33.7%
2026-01-12
History Since
2025-11-06
239 sessions

How these are measured. Implied volatility here is AIS's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means AIS options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

AIS implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 51.6% 56.2% 47.0% 21
Sep 2026 49.6% 54.4% 46.0% 15
Aug 2026 54.3% 67.0% 45.3% 36
Jul 2026 71.6% 74.2% 66.9% 89
Jun 2026 69.4% 75.6% 63.6% 90
May 2026 53.4% 61.0% 44.1% 60
Apr 2026 46.9% 51.2% 41.5% 38
Mar 2026 45.5% 57.3% 38.7% 34
Feb 2026 42.7% 47.1% 38.7% 26
Jan 2026 39.5% 68.2% 33.7% 18
Dec 2025 46.1% 51.1% 42.2% 54
Nov 2025 44.5% 53.2% 37.3% —

AIS IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 31 54.3% —
2026-10-20 28 53.4% —
2026-10-19 24 52.4% —
2026-10-16 29 54.0% —
2026-10-15 36 56.2% —
2026-10-14 26 53.3% 82.2%
2026-10-13 21 51.5% 133.2%
2026-10-12 16 50.3% 50.4%
2026-10-09 19 51.1% 46.6%
2026-10-08 20 51.4% 53.1%
2026-10-07 6 47.0% 43.2%
2026-10-06 13 49.3% 41.6%
2026-10-05 10 48.4% 42.8%
2026-10-02 13 49.3% 45.5%
2026-10-01 22 52.0% 46.1%
2026-09-30 19 51.1% 47.6%
2026-09-29 24 52.7% 47.6%
2026-09-28 23 52.2% 47.7%
2026-09-25 20 51.4% 48.4%
2026-09-24 18 50.8% —
2026-09-23 21 51.8% —
2026-09-22 13 49.2% —
2026-09-21 15 50.0% —
2026-09-18 2 46.0% —
2026-09-17 3 46.2% —
2026-09-16 14 49.6% 57.8%
2026-09-15 10 48.3% 58.1%
2026-09-14 16 50.1% 58.3%
2026-09-11 7 47.1% 42.4%
2026-09-10 22 50.9% 48.7%

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.