AI Financial Corp (AIFC) Implied Volatility
AI Financial Corp (AIFC) options trade at a 30-day at-the-money implied volatility of 500.0%, an IV rank of 30 out of 100 over the past year. This page breaks down AIFC's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
AIFC 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 500.0% |
| ATM IV — 2 month | 183.0% |
| IV rank (1 year) | 30 / 100 |
| IV percentile (1 year) | 30% |
| Expected move (front expiration) | ±$0.38 (±69.2%) |
| Term slope (front − 3M) | +317.0 pts |
An IV rank of 30 places current implied volatility in the lower part of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
AIFC IV Rank History
AIFC IV rank (0–100), past year.
IV rank has fallen from 100 in Jun '26 to 30 today. An IV percentile of 30% means implied volatility was lower than today on 30% of trading days in the past year.
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AIFC Options FAQ
What is the implied volatility of AIFC options?
AIFC options trade at a 30-day at-the-money implied volatility of 500.0% as of Jul 10, 2026. That is an IV rank of 30 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is AIFC implied volatility high or low right now?
By its own 52-week standards, AIFC implied volatility is currently low: IV rank is 30 out of 100 as of Jul 10, 2026.
What move do AIFC options imply before the next expiration?
Front-expiration AIFC options imply a one-standard-deviation move of ±$0.38 (±69.2%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between AIFC's IV rank and IV percentile?
IV rank (currently 30) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 30%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.