BCDA · IV Rank History

BioCardia, Inc. Common Stock

IV rank shows where BCDA'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.

BCDA's 30-day at-the-money implied volatility was 224.2% as of May 7, 2024. On the 90-session window our screeners use, the IV rank is 26.

BCDA IV rank history

46 sessions

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

BCDA IV rank and implied volatility as of 2024-05-07

90-Session IV Rank
26
used by our screeners
30-Day ATM IV
224.2%
at-the-money implied volatility
7-Day ATM IV
224.2%
90-session rank 27
90-Session Rank Range
0–100
average 40
History Since
2023-05-02
46 sessions

How these are measured. Implied volatility here is BCDA'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; there isn't a full year of history for BCDA yet, so only the 90-session measures are shown.

A high reading means BCDA 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.

BCDA implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
May 2024 (to date) 211.1% 224.2% 198.1% 23
Mar 2024 303.6% 563.6% 162.3% 43
Feb 2024 433.9% 457.5% 410.2% 93
Jan 2024 294.2% 335.2% 230.2% 92
Jul 2023 129.5% 170.3% 104.1% 15
Jun 2023 157.5% 254.1% 114.3% —
May 2023 174.3% 217.5% 128.2% —

BCDA IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2024-05-07 26 224.2% 224.2%
2024-05-03 20 198.1% 198.1%
2024-03-27 33 255.1% —
2024-03-26 21 199.1% —
2024-03-25 23 210.7% —
2024-03-22 13 162.3% —
2024-03-21 39 281.4% —
2024-03-18 21 200.9% —
2024-03-08 46 316.7% 316.7%
2024-03-06 69 419.9% 419.9%
2024-03-04 70 426.3% —
2024-03-01 100 563.6% 563.6%
2024-02-29 87 410.2% 410.2%
2024-02-27 100 457.5% 457.5%
2024-01-26 92 317.2% 317.2%
2024-01-24 100 335.2% —
2024-01-17 84 230.2% 491.1%
2023-07-21 14 124.9% —
2023-07-17 19 131.9% 100.4%
2023-07-14 22 137.3% 137.3%
2023-07-13 44 170.3% 170.3%
2023-07-12 15 126.8% 199.0%
2023-07-11 27 144.9% 168.5%
2023-07-10 0 104.1% 153.0%
2023-07-07 5 121.5% 146.3%
2023-07-06 0 114.9% 121.8%
2023-07-05 3 118.3% 128.5%
2023-06-23 — 139.6% —
2023-06-22 — 116.3% —
2023-06-21 — 124.6% —

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.