BALY (Bally's Corporation)
Historical IV Rank & Volatility Regime
IV Rank measures where BALY'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 BALY 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.
BALY IV Rank Summary
Current
100%
Elevated — premium selling regime
30-Day Avg
44%
60-Day Avg
28%
90-Day Avg
22%
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 BALY'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.
BALY IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20250221 | 100% | 10.6% |
| 20250220 | 43% | 3.5% |
| 20250219 | 29% | 2.8% |
| 20250218 | 31% | 2.9% |
| 20250214 | 13% | 1.9% |
| 20250213 | 11% | 1.8% |
| 20250212 | 8% | 1.6% |
| 20250211 | 7% | 1.6% |
| 20250210 | 100% | 6.6% |
| 20250207 | 22% | 1.6% |
| 20250206 | 21% | 1.6% |
| 20250205 | 100% | 2.8% |
| 20250204 | 100% | 2.8% |
| 20250203 | 64% | 2.0% |
| 20250131 | 86% | 2.3% |
| 20250130 | 84% | 2.3% |
| 20250129 | 65% | 2.0% |
| 20250128 | 94% | 2.4% |
| 20250127 | 58% | 2.0% |
| 20250124 | 43% | 1.8% |
| 20250123 | 67% | 2.1% |
| 20250122 | 54% | 1.9% |
| 20250121 | 50% | 1.9% |
| 20250117 | 14% | 1.4% |
| 20250116 | 34% | 1.7% |
| 20250115 | 0% | 1.2% |
| 20250114 | 22% | 1.6% |
| 20250113 | 0% | 1.3% |
| 20250110 | 5% | 1.6% |
| 20250108 | 0% | 1.5% |
| 20250107 | 0% | 1.6% |
| 20250106 | 0% | 1.8% |
| 20250103 | 0% | 2.4% |
| 20250102 | 50% | 2.5% |
| 20241231 | 14% | 2.3% |
| 20241230 | 14% | 2.3% |
| 20241227 | 14% | 2.2% |
| 20241226 | 13% | 2.1% |
| 20241224 | 13% | 2.1% |
| 20241223 | 13% | 1.9% |
| 20241220 | 12% | 1.8% |
| 20241219 | 12% | 1.7% |
| 20241218 | 11% | 1.7% |
| 20241217 | 6% | 1.2% |
| 20241216 | 11% | 1.6% |
| 20241213 | 11% | 1.7% |
| 20241212 | 11% | 1.7% |
| 20241211 | 10% | 1.6% |
| 20241210 | 10% | 1.6% |
| 20241209 | 10% | 1.6% |
| 20241206 | 8% | 1.3% |
| 20241129 | 17% | 2.3% |
| 20241127 | 18% | 2.3% |
| 20241126 | 14% | 1.9% |
| 20241125 | 13% | 1.8% |
| 20241122 | 15% | 2.1% |
| 20241121 | 12% | 1.8% |
| 20241120 | 12% | 1.7% |
| 20241119 | 10% | 1.5% |
| 20241118 | 10% | 1.5% |
| 20241115 | 12% | 1.7% |
| 20241114 | 7% | 1.3% |
| 20241113 | 7% | 1.2% |
| 20241112 | 10% | 1.5% |
| 20241111 | 11% | 1.6% |
| 20241108 | 7% | 1.2% |
| 20241107 | 6% | 1.1% |
| 20241106 | 10% | 1.5% |
| 20241105 | 7% | 1.3% |
| 20241104 | 7% | 1.3% |
| 20241101 | 14% | 1.9% |
| 20241031 | 15% | 2.0% |
| 20241030 | 15% | 2.0% |
| 20241029 | 15% | 1.9% |
| 20241028 | 14% | 1.9% |
| 20241025 | 10% | 1.5% |
| 20241024 | 11% | 1.6% |
| 20241023 | 8% | 1.3% |
| 20241022 | 9% | 1.4% |
| 20241021 | 8% | 1.3% |
| 20241018 | 7% | 1.2% |
| 20241017 | 7% | 1.2% |
| 20241016 | 12% | 1.7% |
| 20241015 | 4% | 0.9% |
| 20241014 | 12% | 1.6% |
| 20241011 | 9% | 1.3% |
| 20241010 | 7% | 1.2% |
| 20241009 | 7% | 1.2% |
| 20241008 | 9% | 1.4% |
| 20241007 | 7% | 1.2% |