BLUE (bluebird bio, Inc. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where BLUE'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 BLUE 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.

BLUE IV Rank Summary
Current
80%
Elevated — premium selling regime
30-Day Avg
34%
60-Day Avg
24%
90-Day Avg
19%
90-Day Low
0%
90-Day High
80%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in BLUE'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.
BLUE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20250603 80% 5.5%
20250530 68% 4.9%
20250529 66% 4.8%
20250528 69% 4.9%
20250527 66% 4.8%
20250523 58% 4.4%
20250522 59% 4.4%
20250521 49% 4.0%
20250520 54% 4.2%
20250519 45% 3.8%
20250516 50% 4.0%
20250515 16% 4.2%
20250514 11% 3.4%
20250513 17% 4.3%
20250512 16% 4.1%
20250509 19% 4.7%
20250508 16% 4.1%
20250507 15% 4.0%
20250506 14% 3.9%
20250505 12% 3.5%
20250502 31% 6.4%
20250501 25% 5.6%
20250430 24% 5.4%
20250429 25% 5.5%
20250428 18% 4.5%
20250425 20% 4.7%
20250424 18% 4.5%
20250423 16% 4.2%
20250422 21% 4.9%
20250421 19% 4.5%
20250417 14% 3.7%
20250415 14% 3.9%
20250414 14% 3.8%
20250411 12% 3.6%
20250410 11% 3.4%
20250409 14% 3.9%
20250408 13% 3.7%
20250407 12% 3.5%
20250404 12% 3.5%
20250403 12% 3.5%
20250402 10% 3.3%
20250401 16% 4.1%
20250331 13% 3.7%
20250328 20% 4.8%
20250327 21% 4.9%
20250326 23% 5.2%
20250325 17% 4.3%
20250324 17% 4.3%
20250321 17% 4.3%
20250320 16% 4.1%
20250319 16% 4.1%
20250318 16% 4.1%
20250317 16% 4.1%
20250314 15% 4.0%
20250313 18% 4.5%
20250312 15% 3.9%
20250311 14% 3.9%
20250310 14% 3.8%
20250307 12% 3.5%
20250305 11% 3.4%
20250304 18% 4.4%
20250303 18% 4.5%
20250228 14% 3.8%
20250227 12% 3.5%
20250226 15% 4.0%
20250225 15% 4.0%
20250224 16% 4.1%
20250221 13% 3.7%
20250220 1% 1.8%
20250219 3% 2.1%
20250218 3% 2.1%
20250214 0% 1.7%
20250213 1% 1.8%
20250212 0% 1.6%
20250211 0% 1.7%
20250210 0% 1.7%
20250207 1% 1.9%
20250206 0% 1.7%
20250205 13% 4.5%
20250204 12% 4.3%
20250203 10% 4.0%
20250131 8% 3.8%
20250130 10% 4.1%
20250129 10% 4.0%
20250128 8% 3.8%
20250127 6% 3.4%
20250124 5% 3.3%
20250123 5% 3.3%
20250122 5% 3.3%
20250121 5% 3.4%