BASE · IV Rank History

Couchbase, Inc. Common Stock

IV rank shows where BASE'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.

BASE's 30-day at-the-money implied volatility was 29.3% as of Sep 23, 2025. Its 52-week IV rank is 26 and its IV percentile is 11%: IV was lower on 11% of the past year's sessions. Over those 52 weeks it ranged from 8.4% (Aug 14, 2025) to 89.2% (Feb 25, 2025). On the 90-session window our screeners use, the IV rank is 28.

BASE IV rank history

504 sessions

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

BASE IV rank and implied volatility as of 2025-09-23

52-Week IV Rank
26
0 = year low, 100 = year high
IV Percentile
11%
of past-year sessions had lower IV
90-Session IV Rank
28
used by our screeners
30-Day ATM IV
29.3%
1-year average 52.5%
52-Week IV High
89.2%
2025-02-25
52-Week IV Low
8.4%
2025-08-14
History Since
2023-05-02
553 sessions

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

BASE implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Sep 2025 (to date) 33.8% 42.8% 25.1% 34
Aug 2025 30.8% 67.3% 8.4% 28
Jul 2025 25.2% 48.8% 14.1% 15
Jun 2025 39.1% 80.8% 16.6% 14
May 2025 68.5% 83.4% 52.6% 56
Apr 2025 61.3% 72.7% 51.7% 41
Mar 2025 53.5% 71.7% 44.9% 24
Feb 2025 64.6% 89.2% 43.2% 63
Jan 2025 49.3% 63.0% 42.1% 20
Dec 2024 48.5% 52.3% 42.0% 15
Nov 2024 65.6% 76.4% 57.9% 59
Oct 2024 52.7% 63.0% 43.8% 26
Sep 2024 54.4% 80.8% 47.3% 27
Aug 2024 67.2% 71.4% 63.6% 52
Jul 2024 56.6% 72.7% 44.5% 31
Jun 2024 54.0% 91.1% 41.0% 25
May 2024 64.2% 77.4% 51.3% 51
Apr 2024 51.4% 59.3% 42.1% 24
Mar 2024 56.7% 85.8% 47.2% 37
Feb 2024 70.7% 79.0% 55.4% 77
Jan 2024 51.5% 57.2% 41.4% 28
Dec 2023 52.9% 79.8% 40.6% 32
Nov 2023 61.2% 69.6% 41.9% 66
Oct 2023 49.9% 54.6% 47.2% 21
Sep 2023 48.7% 69.2% 41.5% 7
Aug 2023 66.6% 71.3% 56.0% 26
Jul 2023 47.7% 52.7% 43.6% 4
Jun 2023 57.6% 92.0% 44.0% 6
May 2023 96.0% 133.7% 74.2% 19

BASE IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-09-23 28 29.3% —
2025-09-22 30 30.6% —
2025-09-18 42 39.6% —
2025-09-17 46 42.8% 157.6%
2025-09-16 28 29.3% 88.1%
2025-09-15 22 25.1% 36.5%
2025-09-12 43 40.7% 63.1%
2025-09-09 28 29.4% 52.4%
2025-09-05 45 42.1% 16.0%
2025-09-04 27 28.7% 25.1%
2025-08-29 50 45.9% 62.0%
2025-08-28 66 57.9% —
2025-08-27 79 67.3% —
2025-08-25 43 40.7% —
2025-08-22 16 20.0% —
2025-08-21 22 25.0% —
2025-08-20 61 54.4% —
2025-08-19 57 50.8% —
2025-08-18 22 25.1% —
2025-08-14 0 8.4% —
2025-08-13 2 13.1% 96.4%
2025-08-11 14 21.3% 74.2%
2025-08-08 11 19.3% 52.3%
2025-08-07 16 23.1% 57.6%
2025-08-05 14 21.5% 21.5%
2025-08-04 0 11.4% —
2025-08-01 6 18.3% 29.0%
2025-07-30 22 29.0% 33.7%
2025-07-28 11 21.8% —
2025-07-25 8 19.9% 24.9%

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.