BABO · IV Rank History

YieldMax BABA Option Income Strategy ETF · ETF

IV rank shows where BABO'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.

BABO's 30-day at-the-money implied volatility was 49.0% as of Mar 2, 2026. Its 52-week IV rank is 33 and its IV percentile is 46%: IV was lower on 46% of the past year's sessions. Over those 52 weeks it ranged from 25.2% (Aug 22, 2025) to 97.5% (Apr 21, 2025). On the 90-session window our screeners use, the IV rank is 54.

BABO IV rank history

224 sessions

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

BABO IV rank and implied volatility as of 2026-03-02

52-Week IV Rank
33
0 = year low, 100 = year high
IV Percentile
46%
of past-year sessions had lower IV
90-Session IV Rank
54
used by our screeners
30-Day ATM IV
49.0%
1-year average 49.9%
7-Day ATM IV
56.5%
90-session rank 9
52-Week IV High
97.5%
2025-04-21
52-Week IV Low
25.2%
2025-08-22
History Since
2025-04-07
224 sessions

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

BABO implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Mar 2026 (to date) 49.0% 49.0% 49.0% 54
Feb 2026 47.4% 64.2% 39.0% 50
Jan 2026 42.5% 57.1% 26.3% 36
Dec 2025 55.3% 65.4% 48.4% 70
Nov 2025 51.2% 61.3% 41.7% 61
Oct 2025 52.0% 68.1% 38.3% 64
Sep 2025 43.8% 58.0% 31.1% 40
Aug 2025 41.1% 53.7% 25.2% 14
Jul 2025 46.7% 62.5% 35.3% 17
Jun 2025 53.0% 67.0% 36.5% 23
May 2025 53.4% 72.1% 41.9% 13
Apr 2025 67.5% 97.5% 50.2% —

BABO IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-03-02 54 49.0% 56.5%
2026-02-27 50 47.2% 49.7%
2026-02-26 54 48.8% —
2026-02-25 47 46.0% —
2026-02-24 50 47.1% —
2026-02-23 37 41.9% —
2026-02-20 32 39.7% —
2026-02-19 42 44.0% —
2026-02-18 33 40.0% 119.6%
2026-02-17 36 41.6% 95.1%
2026-02-13 35 40.8% 61.8%
2026-02-12 43 44.1% 66.5%
2026-02-11 71 56.0% 62.4%
2026-02-10 91 64.2% 76.5%
2026-02-09 54 48.7% 52.4%
2026-02-06 57 50.0% 57.2%
2026-02-05 46 45.7% 46.3%
2026-02-04 30 39.0% 48.8%
2026-02-03 76 58.3% 75.3%
2026-02-02 73 57.0% 51.7%
2026-01-30 35 40.9% 41.6%
2026-01-29 58 50.6% —
2026-01-28 31 39.1% —
2026-01-27 40 43.0% —
2026-01-26 43 44.3% —
2026-01-23 13 31.9% —
2026-01-22 43 44.3% —
2026-01-21 0 26.3% —
2026-01-20 0 26.6% —
2026-01-16 20 35.4% —

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.