MBI (MBIA Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where MBI'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 MBI 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.

MBI IV Rank Summary
Current
30%
Subdued — neutral to long-vol
30-Day Avg
36%
60-Day Avg
33%
90-Day Avg
38%
90-Day Low
12%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in MBI'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.
MBI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260827 30% 1.3%
20260826 30% 1.3%
20260825 13% 0.9%
20260824 21% 1.1%
20260821 25% 1.2%
20260820 20% 1.1%
20260819 47% 1.7%
20260818 26% 1.2%
20260817 47% 1.7%
20260814 12% 0.9%
20260813 25% 1.2%
20260812 18% 1.0%
20260811 36% 1.5%
20260810 17% 1.0%
20260806 20% 1.1%
20260805 43% 1.6%
20260804 27% 1.2%
20260803 50% 1.6%
20260731 65% 2.0%
20260730 39% 1.3%
20260729 41% 1.4%
20260728 60% 1.9%
20260727 57% 1.8%
20260724 45% 1.5%
20260723 44% 1.5%
20260722 59% 1.9%
20260721 40% 1.4%
20260720 41% 1.4%
20260716 46% 1.5%
20260715 34% 1.2%
20260714 28% 1.0%
20260713 24% 0.9%
20260710 30% 1.1%
20260709 35% 1.2%
20260708 46% 1.5%
20260707 41% 1.4%
20260706 23% 0.9%
20260702 23% 0.9%
20260701 34% 1.2%
20260630 24% 0.9%
20260629 34% 1.2%
20260626 33% 1.2%
20260625 66% 2.0%
20260624 42% 1.4%
20260623 37% 1.3%
20260622 45% 1.5%
20260618 27% 1.0%
20260617 48% 1.6%
20260616 20% 0.8%
20260615 26% 1.0%
20260613 12% 0.6%
20260612 18% 0.8%
20260611 25% 1.0%
20260610 29% 1.1%
20260609 32% 1.1%
20260608 41% 1.4%
20260605 26% 1.0%
20260604 19% 0.8%
20260603 25% 1.0%
20260602 14% 0.7%
20260601 35% 1.2%
20260529 40% 1.4%
20260528 13% 0.6%
20260527 69% 2.1%
20260526 42% 1.4%
20260522 50% 1.6%
20260521 29% 1.1%
20260520 16% 0.7%
20260519 34% 1.2%
20260518 18% 0.8%
20260515 42% 1.4%
20260514 36% 1.3%
20260513 40% 1.4%
20260512 20% 0.8%
20260511 36% 1.3%
20260510 50% 1.6%
20260508 55% 1.8%
20260507 22% 0.9%
20260506 18% 0.8%
20260505 16% 0.7%
20260504 17% 0.8%
20260502 100% 2.9%
20260501 100% 2.9%
20260430 74% 2.0%
20260429 100% 2.6%
20260428 74% 1.9%
20260427 74% 1.9%
20260424 66% 1.7%
20260423 64% 1.7%
20260422 62% 1.6%