iShares U.S. Large Cap Premium Income Active ETF (BALI)'s 30-day implied volatility (IV30) was 13.2% at the close on October 22, 2026, down from 13.8% the day before, against a 52-week range of 3.9% to 19.5%. Its 20-day historical volatility was 8.7%.

Key numbers

30-day implied volatility (IV30): 13.2%
IV30 52-week range: 3.9% to 19.5% (median 14.5%)
Historical volatility: 20-day 8.7%, 1-year 11.8%
Implied move by the nearest expiration: ±0.9%

Data as of October 22, 2026.

BALI Implied Volatility (IV) vs Historical Volatility (HV)

Name: BALI Implied Volatility
Creator: Market Chameleon