BLSG Implied Volatility

This page breaks down BLSG'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 Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$2.60
52-week range
$1.40 – $7.30
IV rank
32 / 100
Low
Put/call OI
4.00
Put-heavy
Max pain
$4
↑ 53.8% above close

Implied Volatility & Expected Move

0%137%274%411%547%Apr '26Jun '26Aug '26

BLSG 30-day at-the-money implied volatility, past year.

ATM IV — 2 month130.5%
IV rank (1 year)32 / 100
IV percentile (1 year)21%
Historical volatility — 10 day182.4%
Historical volatility — 21 day205.6%
Historical volatility — 30 day194.8%
Historical volatility — 60 day194.8%

An IV rank of 32 places current implied volatility in the lower part of its 52-week range.

BLSG IV Rank History

0285583110Apr '26Jun '26Aug '26

BLSG IV rank (0–100), past year.

IV rank has fallen from 100 in Apr '26 to 32 today. An IV percentile of 21% means implied volatility was lower than today on 21% of trading days in the past year.

Explore the payoff profile of option on BLSG for free

Build multi-leg BLSG strategies, visualize payoffs, and scan the full US options universe with OptiView.

BLSG Options FAQ

Is BLSG implied volatility high or low right now?

By its own 52-week standards, BLSG implied volatility is currently low: IV rank is 32 out of 100 as of Aug 24, 2026.

What is the difference between BLSG's IV rank and IV percentile?

IV rank (currently 32) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 21%) 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.