AV Implied Volatility
AV options trade at a 30-day at-the-money implied volatility of 65.2%, an IV rank of 90 out of 100 over the past year. This page breaks down AV'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
AV 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 65.2% |
| ATM IV — 3 month | 31.5% |
| IV rank (1 year) | 90 / 100 |
| IV percentile (1 year) | 85% |
| Expected move (front expiration) | ±$2.87 (±9.0%) |
| Term slope (front − 3M) | +33.7 pts |
An IV rank of 90 places current implied volatility near the top 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.
AV IV Rank History
AV IV rank (0–100), past year.
IV rank has risen from 0 in Jun '26 to 90 today. An IV percentile of 85% means implied volatility was lower than today on 85% of trading days in the past year.
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AV Options FAQ
What is the implied volatility of AV options?
AV options trade at a 30-day at-the-money implied volatility of 65.2% as of Jul 10, 2026. That is an IV rank of 90 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is AV implied volatility high or low right now?
By its own 52-week standards, AV implied volatility is currently high: IV rank is 90 out of 100 as of Jul 10, 2026.
What move do AV options imply before the next expiration?
Front-expiration AV options imply a one-standard-deviation move of ±$2.87 (±9.0%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between AV's IV rank and IV percentile?
IV rank (currently 90) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 85%) 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.