Amrize Ltd AMRZ 44.15 2.18 5.19%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
AMRZ / Comparative study
3 signals / 331 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.47
24.97
Mean
33.55
Window
--
ATM IV
z -0.73
0.3
Mean
0.36
Window
-18.2%
IV Percentile
z -1.04
22.75
Mean
52.42
Window
-77.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.93 | 0.88 |
| ATM IV | 0.93 | 1.00 | 0.92 |
| IV Percent... | 0.88 | 0.92 | 1.00 |
Source observations
Data inspector
1-50 of 331
- 1 / 7
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 44.15 | 24.97 | 0.3 | 22.75 |
| 2026-11-03 | 41.97 | 27.44 | 0.32 | 31.37 |
| 2026-11-02 | 43.31 | 35.69 | 0.36 | 53.94 |
| 2026-10-30 | 41.38 | 28.27 | 0.32 | 33.59 |
| 2026-10-29 | 41.61 | 34.54 | 0.36 | 49.61 |
| 2026-10-28 | 40.03 | 51.04 | 0.45 | 85.55 |
| 2026-10-27 | 40.23 | 66.98 | 0.55 | 98.83 |
| 2026-10-26 | 39.24 | 48.26 | 0.44 | 80.78 |
| 2026-10-23 | 39.44 | 51.79 | 0.46 | 87.5 |
| 2026-10-22 | 39.44 | 39 | 0.38 | 62.89 |
| 2026-10-21 | 38.8 | 42.8 | 0.41 | 72.27 |
| 2026-10-20 | 38.83 | 38.32 | 0.38 | 60.16 |
| 2026-10-19 | 37.99 | 46.76 | 0.43 | 78.52 |
| 2026-10-15 | 37.32 | 43.62 | 0.41 | 72.97 |
| 2026-10-14 | 36.29 | 43.75 | 0.41 | 72.97 |
| 2026-10-13 | 36.42 | 44.42 | 0.41 | 73.75 |
| 2026-10-12 | 36.09 | 40.59 | 0.39 | 65.12 |
| 2026-10-09 | 36.2 | 34.89 | 0.36 | 49.81 |
| 2026-10-08 | 36.5 | 41.53 | 0.4 | 67.57 |
| 2026-10-07 | 36.39 | 40.53 | 0.39 | 64.09 |
| 2026-10-06 | 37.28 | 35.13 | 0.36 | 50.97 |
| 2026-10-05 | 37.2 | 39.66 | 0.39 | 62.02 |
| 2026-10-02 | 37.26 | 38.62 | 0.38 | 59.85 |
| 2026-10-01 | 37.25 | 33.97 | 0.35 | 47.1 |
| 2026-09-30 | 37.39 | 12.42 | 0.23 | 3.09 |
| 2026-09-29 | 37.71 | 20.08 | 0.27 | 10.42 |
| 2026-09-28 | 38.05 | 32.59 | 0.35 | 40.31 |
| 2026-09-25 | 38.22 | 20.83 | 0.28 | 13.9 |
| 2026-09-24 | 37.23 | 25.48 | 0.3 | 25.19 |
| 2026-09-23 | 37.9 | 19.04 | 0.27 | 8.53 |
| 2026-09-22 | 39 | 34.6 | 0.36 | 49.61 |
| 2026-09-21 | 38.59 | 30.66 | 0.33 | 38.91 |
| 2026-09-18 | 37.54 | 20.75 | 0.28 | 13.18 |
| 2026-09-17 | 38.19 | 22.39 | 0.29 | 18.99 |
| 2026-09-16 | 38.4 | 27.04 | 0.31 | 30.62 |
| 2026-09-15 | 39.4 | 21.69 | 0.28 | 16.28 |
| 2026-09-14 | 39.43 | 23.56 | 0.29 | 22.18 |
| 2026-09-11 | 40.52 | 23.16 | 0.29 | 21.32 |
| 2026-09-10 | 40.44 | 25.46 | 0.3 | 25.58 |
| 2026-09-09 | 40.97 | 20.07 | 0.27 | 9.69 |
| 2026-09-08 | 41.95 | 20.09 | 0.27 | 9.69 |
| 2026-09-07 | 43.85 | 6.84 | 0.2 | 1.95 |
| 2026-09-04 | 43.82 | 17.5 | 0.26 | 6.59 |
| 2026-09-03 | 44.01 | 15.07 | 0.24 | 3.49 |
| 2026-09-02 | 42.97 | 18.42 | 0.26 | 6.98 |
| 2026-09-01 | 42.81 | 20.39 | 0.28 | 8.56 |
| 2026-08-31 | 43.7 | 21.49 | 0.28 | 10.94 |
| 2026-08-28 | 44.67 | 24.72 | 0.3 | 21.4 |
| 2026-08-27 | 44.29 | 22.29 | 0.29 | 15.18 |
| 2026-08-26 | 44.74 | 36.71 | 0.37 | 54.09 |