BTI (British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share)

Historical IV Rank & Volatility Regime

IV Rank measures where BTI'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 BTI 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.

BTI IV Rank Summary
Current
14%
Compressed — premium buying regime
30-Day Avg
36%
60-Day Avg
29%
90-Day Avg
36%
90-Day Low
3%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in BTI'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.
BTI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260908 14% 0.4%
20260904 19% 0.5%
20260903 14% 0.4%
20260902 41% 0.7%
20260901 75% 1.0%
20260831 85% 1.1%
20260828 48% 0.7%
20260827 53% 0.8%
20260826 65% 0.9%
20260825 38% 0.6%
20260824 49% 0.7%
20260821 46% 0.7%
20260820 48% 0.7%
20260819 45% 0.7%
20260818 39% 0.7%
20260817 46% 0.7%
20260814 32% 0.6%
20260813 41% 0.7%
20260812 41% 0.7%
20260811 25% 0.5%
20260810 29% 0.6%
20260806 37% 0.6%
20260805 28% 0.5%
20260804 32% 0.6%
20260803 31% 0.6%
20260731 18% 0.5%
20260730 7% 0.4%
20260729 16% 0.4%
20260728 16% 0.4%
20260727 15% 0.4%
20260724 15% 0.4%
20260723 3% 0.3%
20260722 14% 0.4%
20260721 16% 0.4%
20260720 5% 0.3%
20260716 3% 0.3%
20260715 14% 0.4%
20260714 20% 0.5%
20260713 8% 0.4%
20260710 3% 0.3%
20260709 20% 0.5%
20260708 18% 0.5%
20260707 10% 0.4%
20260706 10% 0.4%
20260702 54% 0.8%
20260701 47% 0.7%
20260630 40% 0.7%
20260629 36% 0.6%
20260626 27% 0.5%
20260625 28% 0.5%
20260624 32% 0.6%
20260623 32% 0.6%
20260622 33% 0.6%
20260618 28% 0.5%
20260617 27% 0.5%
20260616 24% 0.5%
20260615 25% 0.5%
20260613 24% 0.5%
20260612 23% 0.5%
20260611 22% 0.5%
20260610 21% 0.5%
20260609 20% 0.5%
20260608 22% 0.5%
20260605 19% 0.5%
20260604 19% 0.5%
20260603 18% 0.5%
20260602 54% 0.8%
20260601 100% 1.2%
20260529 81% 1.0%
20260528 83% 1.0%
20260527 72% 0.9%
20260526 70% 0.9%
20260522 74% 0.9%
20260521 75% 0.9%
20260520 70% 0.9%
20260519 74% 0.9%
20260518 45% 0.7%
20260515 65% 0.9%
20260514 69% 0.9%
20260513 48% 0.7%
20260512 52% 0.7%
20260511 43% 0.7%
20260510 48% 0.7%
20260508 46% 0.7%
20260507 53% 0.7%
20260506 53% 0.7%
20260505 42% 0.7%
20260504 41% 0.6%
20260502 35% 0.6%
20260501 24% 0.5%