Bausch Health Companies Inc BHC 5.64 -0.03 -0.53%
BHC Historical Options Analysis
Explore BHC (Bausch Health Companies Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
BHC / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.99
8.28
Mean
20.53
Window
-59.1%
ATM IV
z -0.87
0.53
Mean
0.64
Window
-10.4%
IV Percentile
z -0.95
21.91
Mean
49.27
Window
-60.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.91 | 0.80 |
| ATM IV | 0.91 | 1.00 | 0.86 |
| IV Percent... | 0.80 | 0.86 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 5.64 | 8.28 | 0.53 | 21.91 |
| 2026-09-18 | 5.67 | 6.09 | 0.5 | 9.13 |
| 2026-09-17 | 5.65 | 7.84 | 0.52 | 17.06 |
| 2026-09-16 | 5.69 | 22.12 | 0.71 | 79.76 |
| 2026-09-15 | 5.67 | 12.8 | 0.59 | 48.81 |
| 2026-09-14 | 5.92 | 12.94 | 0.59 | 50.6 |
| 2026-09-11 | 5.86 | 8.91 | 0.54 | 25.4 |
| 2026-09-10 | 6.07 | 13.31 | 0.6 | 53.97 |
| 2026-09-09 | 6.16 | 11.16 | 0.57 | 36.11 |
| 2026-09-08 | 6.43 | 11.57 | 0.57 | 38.89 |
| 2026-09-07 | 6.5 | 12.41 | 0.58 | 45.82 |
| 2026-09-04 | 6.56 | 7.64 | 0.52 | 15.48 |
| 2026-09-03 | 6.76 | 6.11 | 0.5 | 9.52 |
| 2026-09-02 | 6.83 | 9.87 | 0.55 | 27.78 |
| 2026-09-01 | 6.47 | 8.23 | 0.53 | 19.52 |
| 2026-08-31 | 6.37 | 22.5 | 0.72 | 83.2 |
| 2026-08-28 | 6.32 | 8 | 0.53 | 17.53 |
| 2026-08-27 | 6.3 | 8.48 | 0.53 | 20.32 |
| 2026-08-26 | 6.51 | 15.99 | 0.63 | 64.54 |
| 2026-08-25 | 6.73 | 2.91 | 0.46 | 1.99 |
| 2026-08-24 | 6.68 | 3.9 | 0.47 | 2.8 |
| 2026-08-21 | 6.44 | 6.51 | 0.51 | 9.56 |
| 2026-08-20 | 6.81 | 3.82 | 0.47 | 2.39 |
| 2026-08-19 | 6.89 | 3.59 | 0.47 | 1.99 |
| 2026-08-18 | 6.93 | 2.54 | 0.45 | 1.2 |
| 2026-08-17 | 6.58 | 5.74 | 0.49 | 5.6 |
| 2026-08-14 | 6.51 | 10.26 | 0.56 | 26.29 |
| 2026-08-13 | 6.34 | 9.37 | 0.54 | 22.71 |
| 2026-08-12 | 6.21 | 10.15 | 0.55 | 26.29 |
| 2026-08-11 | 6.24 | 7.97 | 0.52 | 15.14 |
| 2026-08-10 | 6.35 | 11.14 | 0.57 | 31.6 |
| 2026-08-07 | 6.25 | 13.47 | 0.6 | 54.58 |
| 2026-08-06 | 5.91 | 11.8 | 0.58 | 36.25 |
| 2026-08-05 | 6.29 | 9.92 | 0.55 | 25.1 |
| 2026-08-04 | 6.44 | 7.96 | 0.52 | 14.74 |
| 2026-08-03 | 7 | 9.18 | 0.54 | 22.4 |
| 2026-07-31 | 6.89 | 21.68 | 0.71 | 78.09 |
| 2026-07-30 | 6.03 | 19.27 | 0.68 | 71.31 |
| 2026-07-29 | 4.68 | 23.99 | 0.74 | 91.24 |
| 2026-07-28 | 4.52 | 19.08 | 0.67 | 69.72 |
| 2026-07-27 | 4.48 | 21.7 | 0.71 | 78.4 |
| 2026-07-24 | 4.43 | 22.36 | 0.72 | 82.07 |
| 2026-07-23 | 4.45 | 22.85 | 0.72 | 85.26 |
| 2026-07-22 | 4.56 | 22.44 | 0.72 | 82.07 |
| 2026-07-21 | 4.52 | 23.35 | 0.73 | 87.65 |
| 2026-07-20 | 4.68 | 17.53 | 0.65 | 66.8 |
| 2026-07-17 | 4.83 | 24.22 | 0.74 | 90.84 |
| 2026-07-16 | 4.93 | 27.41 | 0.78 | 94.42 |
| 2026-07-15 | 4.89 | 31.27 | 0.84 | 96.41 |
| 2026-07-14 | 4.75 | 21.38 | 0.7 | 78.49 |