ASML Holding NV ASML 1699.26 11.83 0.7% Regime: Trend Down (84%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ASML / Comparative study
3 signals / 510 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.20
41.61
Mean
46.68
Window
-40.0%
ATM IV
z -0.12
0.42
Mean
0.43
Window
-5.2%
IV Percentile
z -1.29
23.94
Mean
63.14
Window
-75.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.89 |
| ATM IV | 0.92 | 1.00 | 0.85 |
| IV Percent... | 0.89 | 0.85 | 1.00 |
Source observations
Data inspector
1-50 of 510
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 1.70K | 41.61 | 0.42 | 23.94 |
| 2026-09-10 | 1.69K | 43.96 | 0.43 | 28.19 |
| 2026-09-09 | 1.73K | 47.2 | 0.44 | 37.07 |
| 2026-09-08 | 1.76K | 52.23 | 0.47 | 50.58 |
| 2026-09-07 | 1.71K | 47.6 | 0.44 | 38.37 |
| 2026-09-04 | 1.71K | 42.73 | 0.42 | 27.03 |
| 2026-09-03 | 1.65K | 36.99 | 0.4 | 18.15 |
| 2026-09-02 | 1.68K | 38.66 | 0.4 | 22.39 |
| 2026-09-01 | 1.67K | 40.52 | 0.41 | 23.64 |
| 2026-08-31 | 1.70K | 34.33 | 0.39 | 14.4 |
| 2026-08-28 | 1.70K | 33.91 | 0.38 | 14.73 |
| 2026-08-27 | 1.74K | 37.6 | 0.4 | 20.16 |
| 2026-08-26 | 1.75K | 39.87 | 0.41 | 23.26 |
| 2026-08-25 | 1.74K | 43.13 | 0.42 | 27.52 |
| 2026-08-24 | 1.74K | 43.54 | 0.43 | 28.02 |
| 2026-08-21 | 1.76K | 41.34 | 0.42 | 25.97 |
| 2026-08-20 | 1.75K | 44.74 | 0.43 | 33.33 |
| 2026-08-19 | 1.75K | 43.97 | 0.43 | 29.84 |
| 2026-08-18 | 1.80K | 45.94 | 0.44 | 37.21 |
| 2026-08-17 | 1.88K | 46.01 | 0.44 | 37.35 |
| 2026-08-14 | 1.84K | 44.32 | 0.43 | 31.4 |
| 2026-08-13 | 1.85K | 50.64 | 0.46 | 47.29 |
| 2026-08-12 | 1.81K | 48.87 | 0.45 | 42.25 |
| 2026-08-11 | 1.80K | 53.72 | 0.47 | 54.65 |
| 2026-08-10 | 1.73K | 57.94 | 0.49 | 63.81 |
| 2026-08-07 | 1.74K | 58.75 | 0.49 | 64.73 |
| 2026-08-06 | 1.70K | 66.55 | 0.53 | 72.48 |
| 2026-08-05 | 1.68K | 68.54 | 0.54 | 74.42 |
| 2026-08-04 | 1.71K | 76.31 | 0.57 | 82.56 |
| 2026-08-03 | 1.64K | 78.36 | 0.58 | 84.05 |
| 2026-07-31 | 1.63K | 83.65 | 0.61 | 91.47 |
| 2026-07-30 | 1.65K | 81.77 | 0.6 | 89.15 |
| 2026-07-29 | 1.55K | 82.03 | 0.6 | 89.53 |
| 2026-07-28 | 1.58K | 85.28 | 0.61 | 93.41 |
| 2026-07-27 | 1.66K | 84.25 | 0.61 | 92.22 |
| 2026-07-24 | 1.76K | 77.71 | 0.58 | 85.66 |
| 2026-07-23 | 1.80K | 74.49 | 0.57 | 83.72 |
| 2026-07-22 | 1.80K | 79.27 | 0.59 | 87.21 |
| 2026-07-21 | 1.80K | 77.74 | 0.58 | 86.43 |
| 2026-07-20 | 1.74K | 81.33 | 0.6 | 89.49 |
| 2026-07-17 | 1.75K | 82.69 | 0.6 | 91.47 |
| 2026-07-16 | 1.78K | 74.12 | 0.56 | 85.27 |
| 2026-07-15 | 1.82K | 78.48 | 0.58 | 87.6 |
| 2026-07-14 | 1.78K | 86.47 | 0.62 | 94.96 |
| 2026-07-13 | 1.73K | 86.85 | 0.62 | 95.33 |
| 2026-07-10 | 1.80K | 85.26 | 0.61 | 94.19 |
| 2026-07-09 | 1.80K | 91.45 | 0.64 | 97.67 |
| 2026-07-08 | 1.77K | 92.48 | 0.65 | 98.45 |
| 2026-07-07 | 1.75K | 96.17 | 0.66 | 99.61 |
| 2026-07-02 | 1.77K | 100 | 0.68 | 100 |