BNGO · IV Rank History
Bionano Genomics, Inc. Common Stock
IV rank shows where BNGO'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.
BNGO's 30-day at-the-money implied volatility was 137.1% as of Oct 8, 2024. Its 52-week IV rank is 13 and its IV percentile is 79%: IV was lower on 79% of the past year's sessions. Over those 52 weeks it ranged from 56.0% (Oct 23, 2023) to 657.3% (Jun 27, 2024). On the 90-session window our screeners use, the IV rank is 13.
BNGO IV rank history
268 sessionsFilled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).
BNGO IV rank and implied volatility as of 2024-10-08
How these are measured. Implied volatility here is BNGO'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.
A high reading means BNGO 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.
BNGO implied volatility by month
| Month | Avg ATM IV | High | Low | Avg IV Rank (90-session) |
|---|---|---|---|---|
| Oct 2024 (to date) | 132.1% | 137.1% | 126.7% | 12 |
| Sep 2024 | 220.1% | 287.4% | 127.7% | 27 |
| Aug 2024 | 199.8% | 317.7% | 108.8% | 23 |
| Jul 2024 | 161.4% | 264.2% | 60.5% | 17 |
| Jun 2024 | 175.7% | 657.3% | 93.5% | 49 |
| May 2024 | 109.2% | 174.4% | 78.2% | 40 |
| Apr 2024 | 100.1% | 119.4% | 86.1% | 38 |
| Mar 2024 | 93.5% | 114.1% | 73.6% | 34 |
| Feb 2024 | 99.1% | 110.6% | 69.9% | 39 |
| Jan 2024 | 108.1% | 166.8% | 83.3% | 44 |
| Dec 2023 | 90.5% | 105.7% | 64.9% | 29 |
| Nov 2023 | 90.4% | 110.3% | 72.8% | 26 |
| Oct 2023 | 85.5% | 135.9% | 56.0% | 19 |
| Sep 2023 | 82.4% | 92.7% | 58.6% | 13 |
| Aug 2023 | 95.2% | 175.1% | 71.1% | 13 |
| Jul 2023 | 121.5% | 164.6% | 100.1% | 29 |
| Jun 2023 | 146.3% | 202.9% | 99.4% | — |
| May 2023 | 116.8% | 136.1% | 86.8% | — |
BNGO IV rank: last 30 sessions
| Date | IV Rank (90-session) | 30-Day ATM IV | 7-Day ATM IV |
|---|---|---|---|
| 2024-10-08 | 13 | 137.1% | — |
| 2024-10-04 | 12 | 132.6% | — |
| 2024-10-03 | 12 | 132.1% | — |
| 2024-10-01 | 11 | 126.7% | — |
| 2024-09-30 | 11 | 127.7% | — |
| 2024-09-27 | 22 | 189.5% | 242.8% |
| 2024-09-25 | 32 | 248.5% | — |
| 2024-09-24 | 27 | 222.4% | — |
| 2024-09-23 | 30 | 241.4% | — |
| 2024-09-20 | 38 | 287.4% | — |
| 2024-09-19 | 33 | 258.3% | — |
| 2024-09-18 | 37 | 282.0% | — |
| 2024-09-17 | 31 | 246.4% | — |
| 2024-09-13 | 28 | 230.2% | — |
| 2024-09-12 | 23 | 199.9% | — |
| 2024-09-11 | 21 | 187.5% | — |
| 2024-09-09 | 22 | 193.2% | — |
| 2024-09-06 | 22 | 192.7% | 192.7% |
| 2024-09-05 | 20 | 181.8% | — |
| 2024-09-03 | 29 | 232.5% | 176.9% |
| 2024-08-29 | 23 | 195.7% | — |
| 2024-08-28 | 21 | 186.0% | — |
| 2024-08-27 | 18 | 165.0% | — |
| 2024-08-26 | 15 | 149.0% | — |
| 2024-08-20 | 22 | 190.3% | — |
| 2024-08-19 | 18 | 168.6% | — |
| 2024-08-16 | 24 | 200.9% | — |
| 2024-08-15 | 8 | 108.8% | — |
| 2024-08-14 | 28 | 229.0% | 582.3% |
| 2024-08-13 | 28 | 225.5% | 379.6% |
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.