BSP (Bending Spoons S.p.A. Ordinary Shares)
Historical IV Rank & Volatility Regime
IV Rank measures where BSP'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 BSP 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.
BSP IV Rank Summary
Current
90%
Elevated — premium selling regime
30-Day Avg
—
60-Day Avg
—
90-Day Avg
73%
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 BSP'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.
BSP IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260827 | 90% | 1.2% |
| 20260826 | 94% | 1.2% |
| 20260825 | 74% | 1.1% |
| 20260824 | 100% | 1.2% |
| 20260821 | 36% | 0.9% |
| 20260820 | 83% | 1.0% |
| 20260819 | 93% | 1.1% |
| 20260818 | 89% | 1.1% |
| 20260817 | 86% | 1.1% |
| 20260814 | 76% | 1.0% |
| 20260813 | 0% | 0.8% |
| 20260812 | 50% | 1.1% |