EA Bridgeway Omni Small-Cap Value ETF (BSVO) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

EA Bridgeway Omni Small-Cap Value ETF (BSVO) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.27B, listed on NASDAQ, carrying a beta of 1.08 to the broader market. The fund seeks to achieve its investment objective by investing primarily in a broad and diverse group of small-cap stocks that the Sub-Adviser determines are value stocks. public since 2023-03-13.

Snapshot as of May 15, 2026.

Spot Price
$27.00
ATM IV
29.2%
HV 20-Day
14.8%
HV 60-Day
18.1%
IV Rank
10.3%
IV Percentile
13.9%

As of May 15, 2026, EA Bridgeway Omni Small-Cap Value ETF (BSVO) ATM implied volatility is 29.2%. 20-day realized volatility is 14.8%, producing an IV-HV spread of +14.4 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 10.3%.

How BSVO iv/hv history Data Feeds Strategy Selection

Strategy selection on EA Bridgeway Omni Small-Cap Value ETF options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 29.2% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

Learn how implied vs realized volatility is reported and how to read the data →

Frequently asked BSVO iv/hv history questions

Is BSVO options pricing rich or cheap right now?
As of May 15, 2026, EA Bridgeway Omni Small-Cap Value ETF (BSVO) ATM IV is 29.2% against 20-day realized volatility of 14.8%. IV rank is 10.3%. BSVO options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 14.4 vol points.
What is the BSVO variance risk premium?
The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. BSVO is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does BSVO IV rank mean for strategy selection?
IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. BSVO's current rank of 10.3% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.