TELA · IV Rank History

TELA Bio, Inc. Common Stock

IV rank shows where TELA'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.

TELA's 30-day at-the-money implied volatility was 221.9% as of Aug 27, 2025. Its 52-week IV rank is 23 and its IV percentile is 87%: IV was lower on 87% of the past year's sessions. Over those 52 weeks it ranged from 45.8% (Apr 5, 2024) to 798.3% (Dec 11, 2024). On the 90-session window our screeners use, the IV rank is 20.

TELA IV rank history

350 sessions

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

TELA IV rank and implied volatility as of 2025-08-27

52-Week IV Rank
23
0 = year low, 100 = year high
IV Percentile
87%
of past-year sessions had lower IV
90-Session IV Rank
20
used by our screeners
30-Day ATM IV
221.9%
1-year average 150.4%
52-Week IV High
798.3%
2024-12-11
52-Week IV Low
45.8%
2024-04-05
History Since
2023-05-02
350 sessions

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

TELA implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Aug 2025 (to date) 221.9% 221.9% 221.9% 20
Jul 2025 180.5% 210.9% 150.1% 15
Mar 2025 173.9% 210.5% 137.3% 14
Feb 2025 187.0% 278.1% 126.5% 16
Jan 2025 158.4% 441.5% 79.6% 12
Dec 2024 376.8% 798.3% 94.6% 44
Nov 2024 189.4% 395.2% 80.1% 21
Oct 2024 141.0% 265.4% 90.1% 15
Sep 2024 201.0% 690.1% 79.9% 27
Aug 2024 211.5% 551.6% 76.0% 39
Jul 2024 151.6% 267.2% 72.7% 36
Jun 2024 118.2% 192.8% 67.8% 24
May 2024 101.9% 165.7% 66.7% 19
Apr 2024 125.0% 219.2% 45.8% 26
Mar 2024 144.4% 343.8% 91.6% 29
Feb 2024 114.1% 168.8% 69.2% 22
Jan 2024 112.7% 147.9% 68.9% 21
Dec 2023 146.3% 247.6% 70.3% 38
Nov 2023 96.4% 238.4% 70.4% 14
Oct 2023 145.5% 276.0% 81.2% 43
Sep 2023 105.5% 190.1% 74.3% 27
Aug 2023 91.0% 182.4% 67.0% 16
Jul 2023 105.7% 211.5% 67.9% 26
Jun 2023 92.5% 169.0% 73.1% 27
May 2023 86.5% 143.6% 70.4% —

TELA IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-08-27 20 221.9% —
2025-07-15 10 150.1% —
2025-07-08 19 210.9% —
2025-03-17 19 210.5% —
2025-03-03 9 137.3% 197.2%
2025-02-26 28 278.1% —
2025-02-25 16 187.0% —
2025-02-21 26 258.6% —
2025-02-18 25 253.4% 302.6%
2025-02-13 12 151.8% 306.4%
2025-02-11 13 162.6% 235.5%
2025-02-06 8 126.5% —
2025-02-05 13 159.6% 159.6%
2025-02-04 9 131.7% —
2025-02-03 13 160.1% 160.1%
2025-01-31 9 133.0% —
2025-01-30 12 155.6% —
2025-01-29 11 146.9% —
2025-01-27 11 149.5% —
2025-01-24 11 146.5% —
2025-01-23 11 145.1% —
2025-01-22 10 141.0% —
2025-01-17 6 110.0% —
2025-01-15 2 82.8% 220.5%
2025-01-14 4 97.5% —
2025-01-13 2 79.6% —
2025-01-03 22 230.1% 410.4%
2025-01-02 51 441.5% 443.7%
2024-12-31 4 94.6% —
2024-12-30 80 653.9% 653.9%

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.