FUN · IV Rank History

Six Flags Entertainment Corporation

IV rank shows where FUN'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.

FUN's 30-day at-the-money implied volatility was 90.3% as of Oct 21, 2026. Its 52-week IV rank is 65 and its IV percentile is 95%: IV was lower on 95% of the past year's sessions. Over those 52 weeks it ranged from 57.1% (Jun 18, 2026) to 108.3% (Oct 21, 2025). On the 90-session window our screeners use, the IV rank is 100.

FUN IV rank history

504 sessions

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

FUN IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
65
0 = year low, 100 = year high
IV Percentile
95%
of past-year sessions had lower IV
90-Session IV Rank
100
used by our screeners
30-Day ATM IV
90.3%
1-year average 76.5%
52-Week IV High
108.3%
2025-10-21
52-Week IV Low
57.1%
2026-06-18
History Since
2023-05-02
840 sessions

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

FUN implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 78.9% 90.3% 69.2% 74
Sep 2026 67.4% 73.8% 61.2% 36
Aug 2026 67.9% 82.2% 60.7% 36
Jul 2026 80.9% 85.7% 74.3% 79
Jun 2026 67.5% 75.9% 57.1% 24
May 2026 69.9% 87.2% 64.1% 29
Apr 2026 80.2% 82.5% 76.9% 65
Mar 2026 78.7% 83.2% 74.4% 46
Feb 2026 82.8% 88.9% 75.0% 45
Jan 2026 74.1% 88.0% 61.6% 35
Dec 2025 80.4% 89.4% 68.9% 51
Nov 2025 89.8% 97.8% 79.7% 70
Oct 2025 73.6% 108.3% 62.8% 65
Sep 2025 60.1% 67.8% 54.5% 74
Aug 2025 55.5% 65.8% 51.1% 43
Jul 2025 55.8% 66.0% 43.8% 41
Jun 2025 47.5% 56.0% 42.8% 23
May 2025 46.9% 53.9% 41.4% 29
Apr 2025 61.0% 77.8% 46.1% 64
Mar 2025 49.7% 69.4% 42.4% 53
Feb 2025 41.6% 45.3% 39.5% 29
Jan 2025 41.4% 49.0% 34.5% 36
Dec 2024 40.6% 52.6% 35.1% 35
Nov 2024 41.4% 54.3% 31.9% 38
Oct 2024 48.4% 65.2% 39.1% 64
Sep 2024 43.3% 54.1% 27.4% 62
Aug 2024 47.3% 58.1% 39.9% 76
Jul 2024 40.2% 45.0% 30.2% 83
Jun 2024 31.3% 37.1% 25.3% 49
May 2024 30.3% 44.4% 18.6% 42
Apr 2024 37.0% 44.1% 32.3% 64
Mar 2024 32.6% 44.3% 23.9% 33
Feb 2024 31.3% 38.4% 26.5% 17
Jan 2024 36.1% 40.6% 29.7% 37
Dec 2023 32.6% 35.4% 26.5% 30
Nov 2023 36.4% 54.9% 30.5% 42
Oct 2023 38.6% 42.7% 34.7% 64
Sep 2023 29.0% 36.0% 23.5% 27
Aug 2023 28.8% 36.2% 23.2% 26
Jul 2023 31.3% 39.1% 28.5% 36
Jun 2023 27.9% 48.0% 22.1% 34
May 2023 27.3% 31.5% 23.8% 31

FUN IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 100 90.3% —
2026-10-20 95 87.2% —
2026-10-19 100 88.7% —
2026-10-16 100 86.2% —
2026-10-15 99 85.4% —
2026-10-14 91 83.2% 140.6%
2026-10-13 94 84.0% 116.6%
2026-10-12 59 74.0% 86.7%
2026-10-09 52 71.8% 74.5%
2026-10-08 67 76.3% 77.8%
2026-10-07 56 73.2% 64.7%
2026-10-06 48 70.9% 73.0%
2026-10-05 52 71.9% 72.9%
2026-10-02 42 69.2% 61.2%
2026-10-01 52 71.8% 70.0%
2026-09-30 59 73.8% 73.6%
2026-09-29 46 70.1% 65.6%
2026-09-28 58 73.6% 71.7%
2026-09-25 35 67.2% 64.8%
2026-09-24 33 66.4% —
2026-09-23 37 67.8% —
2026-09-22 38 67.8% —
2026-09-21 50 71.3% —
2026-09-18 32 66.2% —
2026-09-17 44 69.8% —
2026-09-16 36 67.3% 77.0%
2026-09-15 26 64.6% 75.1%
2026-09-14 22 63.4% 85.1%
2026-09-11 34 67.4% 65.2%
2026-09-10 39 68.7% 76.9%

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.