FIG · IV Rank History

Figma, Inc.

IV rank shows where FIG'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.

FIG's 30-day at-the-money implied volatility was 88.0% as of Oct 16, 2026. Its 52-week IV rank is 55 and its IV percentile is 65%: IV was lower on 65% of the past year's sessions. Over those 52 weeks it ranged from 50.2% (Dec 24, 2025) to 119.2% (Feb 5, 2026). On the 90-session window our screeners use, the IV rank is 46.

FIG IV rank history

303 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

FIG IV rank and implied volatility as of 2026-10-16

52-Week IV Rank
55
0 = year low, 100 = year high
IV Percentile
65%
of past-year sessions had lower IV
90-Session IV Rank
46
used by our screeners
30-Day ATM IV
88.0%
1-year average 83.0%
7-Day ATM IV
70.7%
90-session rank 12
52-Week IV High
119.2%
2026-02-05
52-Week IV Low
50.2%
2025-12-24
History Since
2025-08-04
303 sessions

How these are measured. Implied volatility here is FIG'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 FIG 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.

FIG implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 76.9% 88.0% 67.7% 25
Sep 2026 68.8% 76.4% 63.4% 5
Aug 2026 78.1% 111.9% 66.9% 20
Jul 2026 102.7% 117.0% 85.8% 73
Jun 2026 83.4% 96.1% 72.9% 24
May 2026 96.7% 112.3% 82.0% 60
Apr 2026 100.9% 111.4% 80.3% 73
Mar 2026 79.1% 91.2% 73.7% 42
Feb 2026 91.0% 119.2% 74.6% 60
Jan 2026 72.0% 87.4% 56.1% 35
Dec 2025 56.5% 64.2% 50.2% 3
Nov 2025 76.3% 109.7% 62.0% 11
Oct 2025 100.4% 112.0% 68.6% 41
Sep 2025 74.0% 93.5% 69.2% 5
Aug 2025 100.1% 145.8% 77.7% 4

FIG IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-16 46 88.0% 70.7%
2026-10-15 35 82.3% 64.6%
2026-10-14 42 85.9% 66.6%
2026-10-13 36 82.7% 66.9%
2026-10-12 27 77.8% 62.1%
2026-10-09 18 73.3% 58.5%
2026-10-08 24 76.1% 61.9%
2026-10-07 22 75.3% 63.8%
2026-10-06 14 71.1% 62.4%
2026-10-05 21 74.5% 62.6%
2026-10-02 9 68.3% 63.6%
2026-10-01 8 67.7% 62.6%
2026-09-30 6 66.8% 66.5%
2026-09-29 11 69.4% 65.6%
2026-09-28 5 66.3% 70.5%
2026-09-25 0 63.4% 60.2%
2026-09-24 1 66.5% 66.1%
2026-09-23 0 66.2% 68.4%
2026-09-22 2 67.3% 68.1%
2026-09-21 0 66.2% 66.2%
2026-09-18 0 67.1% 61.3%
2026-09-17 5 69.3% 64.7%
2026-09-16 4 69.1% 71.5%
2026-09-15 9 71.3% 74.0%
2026-09-14 6 69.9% 74.4%
2026-09-11 1 67.5% 60.3%
2026-09-10 10 72.0% 70.8%
2026-09-09 19 76.4% 71.7%
2026-09-08 16 74.8% 78.6%
2026-09-04 4 69.1% 64.2%

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.