Bank of America Corporation BAC 51.63 1.97 3.97%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
BAC / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.34
38.13
Mean
31.65
Window
-41.9%
ATM IV
z -0.37
0.24
Mean
0.26
Window
-17.7%
IV Percentile
z -0.46
37.89
Mean
51.18
Window
-60.2%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.69 | 0.69 |
| ATM IV | 0.69 | 1.00 | 0.85 |
| IV Percent... | 0.69 | 0.85 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 51.63 | 38.13 | 0.24 | 37.89 |
| 2026-11-03 | 49.66 | 46.4 | 0.27 | 65.63 |
| 2026-11-02 | 49.57 | 44.73 | 0.26 | 61.57 |
| 2026-10-30 | 50.01 | 41.08 | 0.25 | 45.14 |
| 2026-10-29 | 51.14 | 35.54 | 0.24 | 32.3 |
| 2026-10-28 | 50.85 | 37.82 | 0.24 | 36.19 |
| 2026-10-27 | 50.68 | 35.57 | 0.24 | 32.3 |
| 2026-10-26 | 50.52 | 36.78 | 0.24 | 35.16 |
| 2026-10-23 | 50.56 | 38.71 | 0.25 | 37.74 |
| 2026-10-22 | 51.08 | 33.49 | 0.23 | 24.9 |
| 2026-10-21 | 50.78 | 32.53 | 0.23 | 21.4 |
| 2026-10-20 | 50.64 | 33.39 | 0.23 | 23.35 |
| 2026-10-19 | 50.39 | 32.15 | 0.23 | 20.23 |
| 2026-10-15 | 51.7 | 33.8 | 0.23 | 24.23 |
| 2026-10-14 | 51.39 | 34.55 | 0.24 | 24.62 |
| 2026-10-13 | 53.96 | 42.69 | 0.26 | 46.15 |
| 2026-10-12 | 54.58 | 42.7 | 0.26 | 46.72 |
| 2026-10-09 | 54.32 | 43.1 | 0.26 | 48.85 |
| 2026-10-08 | 53.61 | 46.44 | 0.27 | 60.77 |
| 2026-10-07 | 53.52 | 42.68 | 0.26 | 45.77 |
| 2026-10-06 | 54.09 | 41.38 | 0.25 | 42.31 |
| 2026-10-05 | 54 | 48.86 | 0.27 | 66.8 |
| 2026-10-02 | 53.75 | 50.5 | 0.28 | 71.54 |
| 2026-10-01 | 53.73 | 55.93 | 0.29 | 81.54 |
| 2026-09-30 | 54.43 | 54.59 | 0.29 | 79.62 |
| 2026-09-29 | 54.96 | 53.72 | 0.29 | 79.23 |
| 2026-09-28 | 55.47 | 50.82 | 0.28 | 72.59 |
| 2026-09-25 | 56.7 | 56.7 | 0.3 | 82.69 |
| 2026-09-24 | 56.03 | 57.4 | 0.3 | 84.56 |
| 2026-09-23 | 56 | 50.75 | 0.28 | 72.59 |
| 2026-09-22 | 56.2 | 50.49 | 0.28 | 72.59 |
| 2026-09-21 | 57.96 | 41.16 | 0.25 | 41.86 |
| 2026-09-18 | 57.73 | 39.93 | 0.25 | 37.84 |
| 2026-09-17 | 58.18 | 39.66 | 0.25 | 36.68 |
| 2026-09-16 | 57.9 | 49.28 | 0.28 | 68.34 |
| 2026-09-15 | 59.52 | 44.41 | 0.26 | 53.67 |
| 2026-09-14 | 59.47 | 42.94 | 0.26 | 46.9 |
| 2026-09-11 | 62.69 | 40.29 | 0.25 | 38.22 |
| 2026-09-10 | 62.56 | 44.66 | 0.26 | 55.6 |
| 2026-09-09 | 62.67 | 45.08 | 0.26 | 56.37 |
| 2026-09-08 | 62.39 | 45.75 | 0.27 | 57.92 |
| 2026-09-07 | 62.68 | 42.55 | 0.26 | 44.96 |
| 2026-09-04 | 62.68 | 38.48 | 0.25 | 35.14 |
| 2026-09-03 | 63.04 | 34.27 | 0.23 | 24.71 |
| 2026-09-02 | 62.6 | 36.21 | 0.24 | 31.27 |
| 2026-09-01 | 61.99 | 35.5 | 0.24 | 29.07 |
| 2026-08-31 | 61.94 | 19.6 | 0.19 | 5.06 |
| 2026-08-28 | 62.32 | 19.73 | 0.19 | 5.04 |
| 2026-08-27 | 61.17 | 19.37 | 0.19 | 4.26 |
| 2026-08-26 | 62.23 | 23.56 | 0.21 | 6.98 |