AMBC (Ambac Financial Group, Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where AMBC'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 AMBC 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.
AMBC IV Rank Summary
Current
8%
Compressed — premium buying regime
30-Day Avg
65%
60-Day Avg
79%
90-Day Avg
67%
90-Day Low
5%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in AMBC'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.
AMBC IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260609 | 8% | 1.2% |
| 20260608 | 7% | 1.2% |
| 20260605 | 8% | 1.2% |
| 20260604 | 8% | 1.2% |
| 20260603 | 8% | 1.2% |
| 20260602 | 8% | 1.3% |
| 20260601 | 8% | 1.2% |
| 20260529 | 8% | 1.2% |
| 20260528 | 7% | 1.2% |
| 20260527 | 8% | 1.2% |
| 20260526 | 7% | 1.2% |
| 20260502 | 100% | 5.8% |
| 20260501 | 100% | 5.7% |
| 20260430 | 100% | 5.5% |
| 20260429 | 100% | 5.1% |
| 20260428 | 100% | 4.9% |
| 20260427 | 100% | 4.9% |
| 20260424 | 100% | 4.4% |
| 20260423 | 100% | 4.3% |
| 20260422 | 100% | 4.1% |
| 20260421 | 99% | 4.0% |
| 20260420 | 94% | 3.9% |
| 20260417 | 86% | 3.6% |
| 20260416 | 87% | 3.6% |
| 20260415 | 95% | 3.9% |
| 20260414 | 97% | 4.0% |
| 20260413 | 100% | 4.1% |
| 20260410 | 100% | 3.8% |
| 20260409 | 100% | 3.8% |
| 20260408 | 100% | 3.4% |
| 20260407 | 100% | 3.3% |
| 20260406 | 100% | 3.2% |
| 20260402 | 100% | 3.2% |
| 20260401 | 99% | 3.0% |
| 20260331 | 99% | 3.0% |
| 20260330 | 100% | 3.0% |
| 20260327 | 98% | 2.8% |
| 20260326 | 100% | 2.9% |
| 20260325 | 100% | 2.7% |
| 20260324 | 100% | 2.7% |
| 20260323 | 100% | 2.6% |
| 20260320 | 100% | 2.6% |
| 20260319 | 100% | 2.6% |
| 20260318 | 100% | 2.5% |
| 20260317 | 99% | 2.4% |
| 20260316 | 100% | 2.4% |
| 20260313 | 100% | 2.3% |
| 20260312 | 100% | 2.3% |
| 20260311 | 100% | 2.1% |
| 20260310 | 100% | 2.1% |
| 20260309 | 100% | 2.1% |
| 20260308 | 100% | 2.1% |
| 20260306 | 98% | 2.0% |
| 20260305 | 96% | 2.0% |
| 20260304 | 95% | 2.0% |
| 20260303 | 100% | 2.1% |
| 20251120 | 68% | 1.7% |
| 20251119 | 47% | 1.4% |
| 20251118 | 37% | 1.2% |
| 20251117 | 71% | 1.7% |
| 20251114 | 9% | 0.9% |
| 20251113 | 46% | 1.4% |
| 20251112 | 35% | 1.2% |
| 20251111 | 27% | 1.1% |
| 20251110 | 5% | 0.8% |
| 20251107 | 15% | 1.0% |
| 20251106 | 45% | 1.4% |
| 20251105 | 82% | 1.8% |
| 20251104 | 92% | 2.0% |
| 20251103 | 61% | 1.6% |
| 20251031 | 81% | 1.8% |
| 20251030 | 67% | 1.6% |
| 20251029 | 37% | 1.2% |
| 20251028 | 67% | 1.6% |
| 20251027 | 60% | 1.5% |
| 20251024 | 56% | 1.5% |
| 20251023 | 29% | 1.2% |
| 20251022 | 44% | 1.3% |
| 20251021 | 51% | 1.4% |
| 20251020 | 34% | 1.2% |
| 20251017 | 27% | 1.1% |
| 20251016 | 61% | 1.6% |
| 20251015 | 59% | 1.5% |
| 20251014 | 22% | 1.1% |
| 20251013 | 19% | 1.0% |
| 20251010 | 31% | 1.2% |
| 20251009 | 24% | 1.1% |
| 20251008 | 34% | 1.2% |
| 20251007 | 46% | 1.4% |
| 20251006 | 8% | 0.9% |