BBAI (BigBear.ai Holdings, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where BBAI'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 BBAI 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.

BBAI IV Rank Summary
Current
19%
Compressed — premium buying regime
30-Day Avg
34%
60-Day Avg
37%
90-Day Avg
38%
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 BBAI'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.
BBAI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260709 19% 1.3%
20260708 12% 1.2%
20260707 7% 1.1%
20260706 1% 1.0%
20260702 67% 2.1%
20260701 26% 1.4%
20260630 100% 2.6%
20260629 25% 1.3%
20260626 41% 1.4%
20260625 28% 1.3%
20260624 38% 1.4%
20260623 41% 1.4%
20260622 36% 1.4%
20260618 26% 1.3%
20260617 6% 1.1%
20260616 20% 1.2%
20260615 37% 1.4%
20260613 36% 1.4%
20260612 34% 1.4%
20260611 19% 1.2%
20260610 42% 1.4%
20260609 95% 2.0%
20260608 60% 1.6%
20260605 63% 1.6%
20260604 12% 1.1%
20260603 36% 1.4%
20260602 0% 1.0%
20260601 15% 1.2%
20260529 12% 1.1%
20260528 74% 1.8%
20260527 58% 1.6%
20260526 47% 1.5%
20260510 47% 1.5%
20260508 39% 1.4%
20260507 50% 1.5%
20260506 34% 1.3%
20260505 20% 1.2%
20260504 31% 1.3%
20260502 33% 1.3%
20260501 31% 1.3%
20260430 58% 1.6%
20260429 83% 1.8%
20260428 24% 1.2%
20260427 100% 2.0%
20260424 57% 1.5%
20260423 61% 1.6%
20260422 42% 1.4%
20260421 45% 1.4%
20260420 38% 1.4%
20260417 35% 1.3%
20260416 44% 1.4%
20260415 23% 1.2%
20260414 24% 1.2%
20260413 32% 1.3%
20260410 22% 1.2%
20260409 15% 1.1%
20260408 35% 1.3%
20260407 29% 1.3%
20260406 7% 1.0%
20260402 54% 1.5%
20260401 81% 1.8%
20260331 27% 1.2%
20260330 13% 1.1%
20260327 70% 1.7%
20260326 23% 1.2%
20260325 53% 1.5%
20260324 30% 1.3%
20260323 21% 1.2%
20260320 19% 1.2%
20260319 33% 1.3%
20260318 47% 1.4%
20260317 36% 1.3%
20260316 31% 1.3%
20260313 28% 1.3%
20260312 68% 1.7%
20260311 39% 1.4%
20260310 27% 1.2%
20260309 30% 1.3%
20260308 28% 1.3%
20260306 6% 1.0%
20260305 12% 1.1%
20260304 71% 1.7%
20260303 61% 1.6%
20260302 70% 1.7%
20260227 43% 1.4%
20260226 23% 1.2%
20260225 29% 1.3%
20260224 10% 1.1%
20260223 41% 1.4%
20260221 97% 1.9%