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iShares A BAI 47.02 1.88 4.16%

BAI Historical Options Analysis

Explore BAI (iShares A) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

BAI / Comparative study

3 signals / 373 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.78
37.55
Mean
20.61
Window
-59.8%
ATM IV z -0.29
0.41
Mean
0.48
Window
+24.5%
IV Percentile z -0.51
38.13
Mean
51.69
Window
-61.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.64 0.68
ATM IV 0.64 1.00 0.69
IV Percent... 0.68 0.69 1.00
Source observations

Data inspector

1-50 of 373
  • 1 / 8
Date Close IV Rank ATM IV IV Percentile
2026-09-21 47.02 37.55 0.41 38.13
2026-09-18 45.14 22.36 0.32 6.98
2026-09-17 44.27 37.35 0.41 37.21
2026-09-16 43.17 31.62 0.43 50
2026-09-15 42.52 34.25 0.45 55.04
2026-09-14 42.76 30.98 0.43 47.47
2026-09-11 44.51 24.67 0.38 28.68
2026-09-10 44.02 32.87 0.44 51.16
2026-09-09 45.33 31.34 0.43 48.06
2026-09-08 45.25 28.05 0.41 36.82
2026-09-07 44.68 29.17 0.42 41.63
2026-09-04 44.59 24.88 0.38 29.46
2026-09-03 43.49 39.19 0.49 64.73
2026-09-02 42.91 47.47 0.55 79.46
2026-09-01 43.28 41.96 0.51 70.82
2026-08-31 44.1 33.83 0.45 52.34
2026-08-28 44.12 25.78 0.39 31.91
2026-08-27 45.2 21.97 0.36 24.9
2026-08-26 44.25 26.02 0.39 32.68
2026-08-25 43.82 26.63 0.4 34.63
2026-08-24 43.05 54.76 0.61 89.45
2026-08-21 44.3 29.49 0.42 43.19
2026-08-20 44.51 33.56 0.45 52.92
2026-08-19 44.23 30.59 0.43 46.3
2026-08-18 45.17 33.89 0.45 53.31
2026-08-17 47.73 28.29 0.41 39.84
2026-08-14 46.77 19.81 0.35 23.74
2026-08-13 46.57 28.7 0.41 41.63
2026-08-12 46.04 28.32 0.41 40.86
2026-08-11 44.42 32.69 0.44 50.97
2026-08-10 44.22 37.55 0.48 60.55
2026-08-07 44.57 36.52 0.47 57.59
2026-08-06 43.92 40.58 0.5 67.32
2026-08-05 44.25 42.85 0.52 72.37
2026-08-04 45.44 41.17 0.51 70.43
2026-08-03 42.77 46.85 0.55 79.3
2026-07-31 41.34 54.24 0.61 87.94
2026-07-30 41.08 52.82 0.59 86.77
2026-07-29 37.5 56.41 0.62 91.83
2026-07-28 39.75 54.68 0.61 89.88
2026-07-27 41.95 45.09 0.54 76.95
2026-07-24 42.78 45.59 0.54 77.82
2026-07-23 45.15 52.28 0.59 87.16
2026-07-22 45.29 46.06 0.54 79.38
2026-07-21 45.4 46.29 0.55 79.77
2026-07-20 42.7 42.11 0.51 75.78
2026-07-17 42.58 48.78 0.56 84.05
2026-07-16 43.14 45.84 0.54 79.77
2026-07-15 45.43 44.44 0.53 78.6
2026-07-14 46.65 34.66 0.46 61.09