Brookfield Asset Management Ltd BAM 52.46 -1.65 -3.05%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
BAM / Comparative study
3 signals / 492 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.21
35.77
Mean
32.36
Window
+90.3%
ATM IV
z 0.06
0.34
Mean
0.33
Window
+19.7%
IV Percentile
z -0.25
51.01
Mean
57.91
Window
-22.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.90 | 0.71 |
| ATM IV | 0.90 | 1.00 | 0.70 |
| IV Percent... | 0.71 | 0.70 | 1.00 |
Source observations
Data inspector
1-50 of 492
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-05 | 52.46 | 35.77 | 0.34 | 51.01 |
| 2026-11-04 | 54.11 | 30.84 | 0.32 | 39.45 |
| 2026-11-03 | 50.95 | 23.97 | 0.3 | 16.8 |
| 2026-11-02 | 51.47 | 48.22 | 0.37 | 87.06 |
| 2026-10-30 | 48.26 | 33.02 | 0.33 | 44.71 |
| 2026-10-29 | 48.6 | 25.46 | 0.31 | 21.26 |
| 2026-10-28 | 47.37 | 35.63 | 0.34 | 50.99 |
| 2026-10-27 | 46.75 | 37.42 | 0.34 | 63.64 |
| 2026-10-26 | 47.04 | 38.71 | 0.35 | 68.65 |
| 2026-10-23 | 47.03 | 37.34 | 0.34 | 62.85 |
| 2026-10-22 | 47.64 | 39.36 | 0.35 | 71.94 |
| 2026-10-21 | 46.05 | 33.43 | 0.33 | 45.45 |
| 2026-10-20 | 45.93 | 33.6 | 0.33 | 45.45 |
| 2026-10-19 | 45.21 | 37.28 | 0.34 | 61.9 |
| 2026-10-15 | 45.98 | 35.48 | 0.34 | 49.21 |
| 2026-10-14 | 44.61 | 36.83 | 0.34 | 52.36 |
| 2026-10-13 | 45.23 | 27.91 | 0.32 | 31.1 |
| 2026-10-12 | 45.83 | 35.07 | 0.34 | 48.22 |
| 2026-10-09 | 45.88 | 31.64 | 0.33 | 40.55 |
| 2026-10-08 | 45.17 | 30.64 | 0.32 | 38.98 |
| 2026-10-07 | 44.5 | 31.79 | 0.33 | 40.55 |
| 2026-10-06 | 45.21 | 26.79 | 0.31 | 26.77 |
| 2026-10-05 | 44.73 | 27.65 | 0.31 | 29.64 |
| 2026-10-02 | 44.85 | 32.3 | 0.33 | 40.94 |
| 2026-10-01 | 44.56 | 27.58 | 0.31 | 28.74 |
| 2026-09-30 | 44.58 | 22.24 | 0.3 | 12.2 |
| 2026-09-29 | 44.97 | 47.17 | 0.37 | 84.65 |
| 2026-09-28 | 44.5 | 39.96 | 0.35 | 71.15 |
| 2026-09-25 | 44.59 | 28.96 | 0.32 | 32.28 |
| 2026-09-24 | 44.58 | 23.47 | 0.3 | 15.02 |
| 2026-09-23 | 45.26 | 19.45 | 0.29 | 7.91 |
| 2026-09-22 | 46.01 | 16.67 | 0.28 | 4.74 |
| 2026-09-21 | 46.22 | 22.76 | 0.3 | 12.7 |
| 2026-09-18 | 46.06 | 22.34 | 0.3 | 11.46 |
| 2026-09-17 | 45.42 | 19.52 | 0.29 | 7.51 |
| 2026-09-16 | 45.18 | 33.24 | 0.33 | 42.29 |
| 2026-09-15 | 45.84 | 23.01 | 0.3 | 13.04 |
| 2026-09-14 | 46.63 | 34.28 | 0.33 | 44.44 |
| 2026-09-11 | 47.26 | 26.51 | 0.31 | 24.9 |
| 2026-09-10 | 47.24 | 26.36 | 0.31 | 24.51 |
| 2026-09-09 | 47.72 | 27.31 | 0.31 | 26.88 |
| 2026-09-08 | 48.87 | 32.62 | 0.33 | 41.5 |
| 2026-09-04 | 50.6 | 18.83 | 0.29 | 7.11 |
| 2026-09-03 | 50.29 | 25.03 | 0.31 | 17.79 |
| 2026-09-02 | 49.67 | 24.7 | 0.31 | 15.81 |
| 2026-09-01 | 49.66 | 21.44 | 0.3 | 9.92 |
| 2026-08-31 | 51.5 | 17.02 | 0.28 | 5.18 |
| 2026-08-28 | 52.12 | 26.13 | 0.31 | 21.43 |
| 2026-08-27 | 52.07 | 23.88 | 0.3 | 13.1 |
| 2026-08-26 | 52.01 | 30.86 | 0.32 | 35.32 |