BMA (Banco Macro S.A.)

Historical IV Rank & Volatility Regime

IV Rank measures where BMA'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 BMA 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.

BMA IV Rank Summary
Current
17%
Compressed — premium buying regime
30-Day Avg
20%
60-Day Avg
30%
90-Day Avg
29%
90-Day Low
2%
90-Day High
86%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in BMA'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.
BMA IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 17% 0.7%
20260605 15% 0.7%
20260604 24% 0.8%
20260603 16% 0.7%
20260602 43% 0.9%
20260601 40% 0.9%
20260529 19% 0.7%
20260528 17% 0.7%
20260527 35% 0.8%
20260526 24% 0.8%
20260522 17% 0.7%
20260521 8% 0.7%
20260520 16% 0.7%
20260519 18% 0.7%
20260518 11% 0.7%
20260515 15% 0.7%
20260514 12% 0.7%
20260513 11% 0.7%
20260512 15% 0.7%
20260511 10% 0.7%
20260510 17% 0.7%
20260508 11% 0.7%
20260507 8% 0.6%
20260506 2% 0.6%
20260505 6% 0.6%
20260504 9% 0.7%
20260502 45% 1.0%
20260501 42% 0.9%
20260430 53% 1.0%
20260429 27% 0.8%
20260428 41% 0.9%
20260427 39% 0.9%
20260424 40% 0.9%
20260423 38% 0.9%
20260422 46% 1.0%
20260421 35% 0.9%
20260420 19% 0.7%
20260417 29% 0.8%
20260416 18% 0.7%
20260415 11% 0.7%
20260414 17% 0.7%
20260413 14% 0.7%
20260410 24% 0.8%
20260409 17% 0.7%
20260408 11% 0.7%
20260407 4% 0.6%
20260406 6% 0.6%
20260402 7% 0.6%
20260401 82% 1.2%
20260331 80% 1.2%
20260330 74% 1.2%
20260327 86% 1.3%
20260326 64% 1.1%
20260325 58% 1.1%
20260324 62% 1.1%
20260323 71% 1.2%
20260320 58% 1.1%
20260319 56% 1.0%
20260318 56% 1.0%
20260317 52% 1.0%
20260316 50% 1.0%
20260313 54% 1.0%
20260312 55% 1.0%
20260311 35% 0.9%
20260310 41% 0.9%
20260309 36% 0.9%
20260308 40% 0.9%
20260306 40% 0.9%
20260305 32% 0.8%
20260304 47% 1.0%
20260303 48% 1.0%
20260302 35% 0.9%
20260227 32% 0.8%
20260226 22% 0.8%
20260225 15% 0.7%
20260224 21% 0.8%
20260223 18% 0.7%
20260221 13% 0.7%
20260220 11% 0.7%
20260219 14% 0.7%
20260218 17% 0.7%
20260217 17% 0.7%
20260213 10% 0.7%
20260212 11% 0.7%
20260211 9% 0.7%
20260210 6% 0.6%
20260209 8% 0.7%
20260206 4% 0.6%
20260205 6% 0.7%
20260204 15% 0.8%