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Boston Scientific — Implied volatility rank, VRP edge, and volatility regime
Boston Scientific (BSX) operates in the Health Care sector and has actively traded listed options. Its IV Rank sits at 55.3%, placing premiums in the rich half of the 52-week range. VRP of +6.4pp shows options are meaningfully overpricing realized movement. Rich premiums may suit short-volatility setups. See Expected Move for strike placement.
This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Boston Scientific's IV Rank of 55.3% places premiums in the middle of the 252-day range — neither particularly rich nor cheap. At moderate IV Rank, premium sellers can still find opportunities but should be more selective about strategy and timing. Focus on tickers where VRP confirms overpricing and where the RV regime supports selling. Credit spreads and iron condors work well at moderate IV Rank because they reduce capital requirement while maintaining positive expected value.
Boston Scientific's IV Rank measures where current implied volatility sits relative to its 252-day range. At 55.3%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Boston Scientific's IV Rank is 55.3%, meaning current implied volatility is higher than 55% of readings over the past 252 trading days. This elevated level is favorable for premium selling — IV is above its 1-year median.
Boston Scientific's Volatility Risk Premium (VRP) is +6.4pp. Yes — IV significantly exceeds realized volatility, meaning options are overpriced relative to actual movement. This is the statistical edge premium sellers seek.
Boston Scientific's IV Rank is 55.3% — meaning current IV is higher than 55% of readings over the past year. This is elevated, so option premiums are richer than usual. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Boston Scientific's volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (0.85) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
Boston Scientific's RV Ratio of 0.85 indicates calming volatility — recent price movement is smaller than the longer-term baseline. When RV is declining but IV hasn't adjusted fully, the gap between them (VRP) widens, benefiting premium sellers. Calming volatility often precedes further IV compression, making current IV levels relatively expensive. This is a favorable environment for selling premium.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (41.6%) − HV 20d (35.2%) = +6.4pp
Why two RV values? ORATS HV uses 20-day close-to-close. Yang-Zhang uses OHLC. VRP computed with ORATS HV. Δ18.5pp.
HV 20d (35.2%) ÷ IV 30d (41.6%). Below 1.0 = options overpriced.
| Window | Value | vs 60d ⓘ |
|---|---|---|
| RV 10d (YZ) | 24.0% | -37.4% |
| RV 20d (YZ) | 53.7% | +40.2% |
| HV 20d (ORATS) VRP | 35.2% | -8.2% |
| RV 60d (YZ) | 38.3% | baseline |