Bausch Health Companies Inc BHC 8.18 0.22 2.76%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
BHC / Comparative study
3 signals / 491 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.52
13.36
Mean
19.11
Window
-11.5%
ATM IV
z -0.90
0.52
Mean
0.63
Window
-4.7%
IV Percentile
z -0.97
20.24
Mean
47.33
Window
-49.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.90 | 0.82 |
| ATM IV | 0.90 | 1.00 | 0.89 |
| IV Percent... | 0.82 | 0.89 | 1.00 |
Source observations
Data inspector
1-50 of 491
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 8.18 | 13.36 | 0.52 | 20.24 |
| 2026-11-05 | 7.96 | 21.69 | 0.59 | 54.66 |
| 2026-11-04 | 8.34 | 9.72 | 0.55 | 33.2 |
| 2026-11-03 | 8.14 | 5.74 | 0.49 | 8.2 |
| 2026-11-02 | 8.02 | 16.95 | 0.64 | 69.41 |
| 2026-10-30 | 8.2 | 16.33 | 0.64 | 69.41 |
| 2026-10-29 | 8.91 | 59.33 | 1.21 | 99.61 |
| 2026-10-28 | 6.92 | 48.9 | 1.07 | 99.6 |
| 2026-10-27 | 6.31 | 15.14 | 0.62 | 64.43 |
| 2026-10-26 | 6.35 | 21.87 | 0.71 | 78.57 |
| 2026-10-23 | 6.44 | 18.91 | 0.67 | 73.12 |
| 2026-10-22 | 6.49 | 15.26 | 0.62 | 64.82 |
| 2026-10-21 | 6.45 | 13.66 | 0.6 | 61.26 |
| 2026-10-20 | 6.42 | 13.69 | 0.6 | 61.66 |
| 2026-10-19 | 6.32 | 7.36 | 0.52 | 16.67 |
| 2026-10-15 | 6.31 | 13.83 | 0.6 | 61.26 |
| 2026-10-14 | 5.89 | 17.16 | 0.65 | 68.77 |
| 2026-10-13 | 5.89 | 12.28 | 0.58 | 48.22 |
| 2026-10-12 | 5.93 | 13.13 | 0.59 | 54.76 |
| 2026-10-09 | 6.04 | 10.1 | 0.55 | 34.78 |
| 2026-10-08 | 6.04 | 15.69 | 0.63 | 63.64 |
| 2026-10-07 | 6.15 | 9.36 | 0.54 | 30.04 |
| 2026-10-06 | 6.02 | 5.85 | 0.5 | 8.7 |
| 2026-10-05 | 5.89 | 9.81 | 0.55 | 32.14 |
| 2026-10-02 | 5.8 | 4.6 | 0.48 | 4.35 |
| 2026-10-01 | 5.73 | 13.51 | 0.6 | 56.92 |
| 2026-09-30 | 5.83 | 7.19 | 0.51 | 14.23 |
| 2026-09-29 | 5.8 | 5.68 | 0.49 | 7.51 |
| 2026-09-28 | 5.77 | 7.49 | 0.52 | 15.08 |
| 2026-09-25 | 5.69 | 7.24 | 0.51 | 14.23 |
| 2026-09-24 | 5.65 | 7.99 | 0.52 | 19.05 |
| 2026-09-23 | 5.71 | 16.29 | 0.64 | 64.68 |
| 2026-09-22 | 5.81 | 11.63 | 0.57 | 40.48 |
| 2026-09-21 | 5.64 | 8.28 | 0.53 | 21.91 |
| 2026-09-18 | 5.67 | 6.09 | 0.5 | 9.13 |
| 2026-09-17 | 5.65 | 7.84 | 0.52 | 17.06 |
| 2026-09-16 | 5.69 | 22.12 | 0.71 | 79.76 |
| 2026-09-15 | 5.67 | 12.8 | 0.59 | 48.81 |
| 2026-09-14 | 5.92 | 12.94 | 0.59 | 50.6 |
| 2026-09-11 | 5.86 | 8.91 | 0.54 | 25.4 |
| 2026-09-10 | 6.07 | 13.31 | 0.6 | 53.97 |
| 2026-09-09 | 6.16 | 11.16 | 0.57 | 36.11 |
| 2026-09-08 | 6.43 | 11.57 | 0.57 | 38.89 |
| 2026-09-04 | 6.56 | 7.64 | 0.52 | 15.48 |
| 2026-09-03 | 6.76 | 6.11 | 0.5 | 9.52 |
| 2026-09-02 | 6.83 | 9.87 | 0.55 | 27.78 |
| 2026-09-01 | 6.47 | 8.23 | 0.53 | 19.52 |
| 2026-08-31 | 6.37 | 22.5 | 0.72 | 83.2 |
| 2026-08-28 | 6.32 | 8 | 0.53 | 17.53 |
| 2026-08-27 | 6.3 | 8.48 | 0.53 | 20.32 |