WBA (Walgreens Boots Alliance, Inc)

Historical IV Rank & Volatility Regime

IV Rank measures where WBA'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 WBA 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.

WBA IV Rank Summary
Current
34%
Subdued — neutral to long-vol
30-Day Avg
37%
60-Day Avg
40%
90-Day Avg
38%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in WBA'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.
WBA IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20250829 34% 1.0%
20250828 32% 1.0%
20250827 31% 1.0%
20250826 72% 1.4%
20250825 51% 1.2%
20250822 48% 1.1%
20250821 56% 1.2%
20250820 56% 1.2%
20250819 39% 1.0%
20250818 0% 0.7%
20250815 59% 1.2%
20250814 20% 0.9%
20250813 7% 0.7%
20250812 27% 0.9%
20250811 21% 0.9%
20250808 36% 0.9%
20250807 54% 1.1%
20250806 46% 1.1%
20250805 42% 1.0%
20250804 18% 0.7%
20250801 37% 1.0%
20250731 39% 1.0%
20250730 44% 1.0%
20250729 34% 0.9%
20250728 33% 0.9%
20250725 30% 0.9%
20250724 56% 1.2%
20250723 41% 1.0%
20250722 26% 0.8%
20250721 32% 0.9%
20250718 72% 1.3%
20250717 43% 1.0%
20250716 57% 1.2%
20250715 45% 1.0%
20250714 43% 1.0%
20250711 32% 0.9%
20250710 44% 1.0%
20250709 28% 0.9%
20250708 32% 0.9%
20250707 24% 0.8%
20250703 25% 0.8%
20250702 37% 0.9%
20250701 27% 0.8%
20250630 26% 0.8%
20250627 28% 0.8%
20250626 40% 1.0%
20250625 22% 0.8%
20250624 20% 0.8%
20250623 27% 0.8%
20250620 99% 1.6%
20250618 85% 1.5%
20250617 66% 1.3%
20250616 67% 1.3%
20250613 36% 0.9%
20250612 39% 1.0%
20250611 40% 1.0%
20250610 31% 0.9%
20250609 35% 0.9%
20250606 37% 0.9%
20250605 42% 1.0%
20250604 100% 1.7%
20250603 100% 1.6%
20250602 60% 1.5%
20250530 39% 1.1%
20250529 60% 1.5%
20250528 23% 0.9%
20250527 55% 1.4%
20250523 59% 1.4%
20250522 53% 1.3%
20250521 55% 1.4%
20250520 49% 1.3%
20250519 51% 1.3%
20250516 31% 1.0%
20250515 29% 1.0%
20250514 27% 1.0%
20250513 22% 0.9%
20250512 26% 0.9%
20250509 23% 0.9%
20250508 12% 0.7%
20250507 8% 0.7%
20250506 14% 0.8%
20250505 8% 0.7%
20250502 26% 0.9%
20250501 26% 0.9%
20250430 23% 0.9%
20250429 21% 0.9%
20250428 23% 0.9%
20250425 26% 0.9%
20250424 27% 0.9%
20250423 24% 0.9%