BCSF (Bain Capital Specialty Finance, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where BCSF'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 BCSF 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.

BCSF IV Rank Summary
Current
47%
Subdued — neutral to long-vol
30-Day Avg
33%
60-Day Avg
39%
90-Day Avg
40%
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 BCSF'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.
BCSF IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260618 47% 1.5%
20260617 62% 1.9%
20260616 45% 1.5%
20260615 47% 1.5%
20260613 30% 1.1%
20260612 38% 1.3%
20260611 22% 0.9%
20260610 36% 1.2%
20260609 11% 0.6%
20260608 19% 0.8%
20260605 11% 0.6%
20260604 22% 0.9%
20260603 38% 1.3%
20260602 42% 1.4%
20260601 54% 1.7%
20260529 6% 0.5%
20260528 48% 1.5%
20260527 64% 1.9%
20260526 47% 1.5%
20260522 43% 1.4%
20260521 44% 1.4%
20260520 38% 1.3%
20260519 39% 1.3%
20260518 0% 0.4%
20260515 0% 0.4%
20260514 26% 1.1%
20260513 21% 1.0%
20260512 38% 1.4%
20260511 17% 0.9%
20260510 27% 1.2%
20260508 26% 1.1%
20260507 32% 1.3%
20260506 19% 1.0%
20260505 25% 1.1%
20260504 21% 1.0%
20260502 29% 1.2%
20260501 27% 1.2%
20260430 28% 1.2%
20260429 100% 2.8%
20260428 26% 1.0%
20260427 30% 1.1%
20260424 67% 2.0%
20260423 91% 2.5%
20260422 72% 2.1%
20260421 73% 2.1%
20260420 60% 1.8%
20260417 49% 1.5%
20260416 52% 1.6%
20260415 45% 1.4%
20260414 46% 1.5%
20260413 36% 1.2%
20260410 52% 1.6%
20260409 55% 1.7%
20260408 51% 1.6%
20260407 40% 1.3%
20260406 40% 1.3%
20260402 41% 1.4%
20260401 65% 1.9%
20260331 38% 1.3%
20260330 11% 0.6%
20260327 66% 1.9%
20260326 56% 1.7%
20260325 31% 1.1%
20260324 49% 1.5%
20260323 21% 0.9%
20260320 52% 1.6%
20260319 7% 0.5%
20260318 37% 1.3%
20260317 46% 1.5%
20260316 44% 1.4%
20260313 27% 1.0%
20260312 26% 1.0%
20260311 29% 1.1%
20260310 37% 1.2%
20260309 26% 1.0%
20260308 28% 1.0%
20260306 24% 1.0%
20260305 38% 1.3%
20260304 29% 1.1%
20260303 61% 1.8%
20260302 40% 1.3%
20260227 36% 1.2%
20260226 59% 1.8%
20260225 55% 1.7%
20260224 60% 1.8%
20260223 91% 2.5%
20260221 41% 1.3%
20260220 40% 1.3%
20260219 58% 1.8%
20260218 54% 1.6%