Boston Omaha Corporation (BOC) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Boston Omaha Corporation (BOC) operates in the Communication Services sector, specifically the Advertising Agencies industry, with a market capitalization near $342.6M, listed on NYSE, employing roughly 407 people, carrying a beta of 0.67 to the broader market. Boston Omaha Corporation, together with its subsidiaries, engages in the outdoor billboard advertising business in the southeast United States. Led by Adam Kenneth Peterson, public since 2017-06-13.
Snapshot as of May 15, 2026.
- Spot Price
- $10.91
- ATM IV
- 273.4%
- IV Skew 25Δ
- -0.016
- IV Rank
- 56.1%
- IV Percentile
- 99.6%
- Term Structure Slope
- -1.948
As of May 15, 2026, Boston Omaha Corporation (BOC) at-the-money implied volatility is 273.4%. IV rank is 56.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 99.6%. The 25-delta skew is -0.016: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
BOC Strategy Selection at Current Volatility Levels
For Boston Omaha Corporation options at 273.4% ATM IV, mid-range IV rank (56.1%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked BOC volatility skew questions
- What is the current BOC ATM implied volatility?
- As of May 15, 2026, Boston Omaha Corporation (BOC) at-the-money implied volatility is 273.4%. IV rank is 56.1% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is BOC IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does BOC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Boston Omaha Corporation skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.