AIYY · IV Rank History

YieldMax AI Option Income Strategy ETF · ETF

IV rank shows where AIYY'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.

AIYY's 30-day at-the-money implied volatility was 88.7% as of Feb 27, 2026. Its 52-week IV rank is 17 and its IV percentile is 66%: IV was lower on 66% of the past year's sessions. Over those 52 weeks it ranged from 12.2% (Oct 30, 2025) to 462.9% (Apr 7, 2025). On the 90-session window our screeners use, the IV rank is 31.

AIYY IV rank history

395 sessions

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

AIYY IV rank and implied volatility as of 2026-02-27

52-Week IV Rank
17
0 = year low, 100 = year high
IV Percentile
66%
of past-year sessions had lower IV
90-Session IV Rank
31
used by our screeners
30-Day ATM IV
88.7%
1-year average 94.7%
7-Day ATM IV
98.5%
90-session rank 35
52-Week IV High
462.9%
2025-04-07
52-Week IV Low
12.2%
2025-10-30
History Since
2024-03-27
395 sessions

How these are measured. Implied volatility here is AIYY'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 AIYY 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.

AIYY implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Feb 2026 (to date) 78.8% 143.4% 59.2% 27
Jan 2026 56.2% 72.1% 46.3% 16
Dec 2025 71.8% 108.5% 46.3% 20
Nov 2025 163.7% 257.9% 51.5% 51
Oct 2025 120.8% 203.4% 12.2% 30
Sep 2025 117.3% 260.7% 41.9% 23
Aug 2025 80.9% 308.5% 47.0% 8
Jul 2025 76.7% 296.0% 48.0% 7
Jun 2025 80.8% 269.2% 50.5% 10
May 2025 74.2% 110.2% 46.6% 10
Apr 2025 175.9% 462.9% 81.7% 42
Mar 2025 123.1% 199.1% 47.9% 52
Feb 2025 90.4% 141.1% 65.5% 31
Jan 2025 86.2% 206.0% 33.5% 26
Dec 2024 72.1% 132.8% 46.4% 19
Nov 2024 79.1% 103.5% 54.8% 22
Oct 2024 79.6% 148.8% 31.6% 22
Sep 2024 94.9% 243.9% 35.7% 30
Aug 2024 76.6% 130.4% 51.3% 34
Jul 2024 65.4% 92.1% 37.7% 23
Jun 2024 74.9% 121.9% 49.3% 30
May 2024 84.1% 151.8% 41.9% 38
Apr 2024 103.6% 143.7% 57.6% 54
Mar 2024 70.8% 72.1% 69.5% —

AIYY IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-02-27 31 88.7% 98.5%
2026-02-26 53 143.4% —
2026-02-25 23 68.8% —
2026-02-24 28 81.1% —
2026-02-23 27 79.8% —
2026-02-20 25 73.4% —
2026-02-19 27 79.6% —
2026-02-18 27 78.5% 119.9%
2026-02-17 26 76.0% 111.8%
2026-02-13 26 76.6% 69.1%
2026-02-12 29 84.9% 81.0%
2026-02-11 20 62.1% 113.9%
2026-02-10 26 76.3% 88.7%
2026-02-09 24 72.8% 98.4%
2026-02-06 26 76.9% 103.7%
2026-02-05 25 73.8% 58.7%
2026-02-04 25 73.8% 95.7%
2026-02-03 19 59.2% 45.0%
2026-02-02 23 70.6% 59.3%
2026-01-30 24 72.1% 65.0%
2026-01-29 24 70.8% —
2026-01-28 19 58.4% —
2026-01-27 14 46.3% —
2026-01-26 19 60.1% —
2026-01-23 18 56.9% —
2026-01-22 16 51.2% —
2026-01-21 17 55.5% —
2026-01-20 17 55.4% —
2026-01-16 15 50.2% —
2026-01-15 16 52.4% —

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.