Caleres Inc CAL 12.69 -0.75 -5.58%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
CAL / Comparative study
3 signals / 491 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.92
31.8
Mean
51.07
Window
-45.7%
ATM IV
z -0.08
0.67
Mean
0.68
Window
+35.1%
IV Percentile
z -0.86
38.46
Mean
63.56
Window
-51.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.48 | 0.88 |
| ATM IV | 0.48 | 1.00 | 0.52 |
| IV Percent... | 0.88 | 0.52 | 1.00 |
Source observations
Data inspector
1-50 of 491
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 12.69 | 31.8 | 0.67 | 38.46 |
| 2026-11-05 | 13.44 | 33.34 | 0.68 | 40.89 |
| 2026-11-04 | 14.71 | 30.25 | 0.66 | 35.16 |
| 2026-11-03 | 13.17 | 28.61 | 0.64 | 30.08 |
| 2026-11-02 | 13.55 | 29.77 | 0.65 | 33.33 |
| 2026-10-30 | 13.49 | 30.96 | 0.66 | 35.29 |
| 2026-10-29 | 13.61 | 21.04 | 0.59 | 12.99 |
| 2026-10-28 | 12.96 | 24.49 | 0.62 | 21.74 |
| 2026-10-27 | 12.98 | 26.01 | 0.63 | 24.9 |
| 2026-10-26 | 12.92 | 22.3 | 0.6 | 15.48 |
| 2026-10-23 | 12.95 | 22.25 | 0.6 | 15.02 |
| 2026-10-22 | 13.35 | 17.1 | 0.56 | 6.32 |
| 2026-10-21 | 12.72 | 20.51 | 0.59 | 11.46 |
| 2026-10-20 | 12.95 | 15.98 | 0.55 | 3.16 |
| 2026-10-19 | 12.75 | 18.08 | 0.57 | 7.14 |
| 2026-10-15 | 13.14 | 18.63 | 0.57 | 7.11 |
| 2026-10-14 | 12.24 | 15.64 | 0.55 | 2.77 |
| 2026-10-13 | 12.3 | 19.46 | 0.58 | 7.11 |
| 2026-10-12 | 12.2 | 17 | 0.56 | 4.37 |
| 2026-10-09 | 12.09 | 17.25 | 0.56 | 5.14 |
| 2026-10-08 | 12.43 | 22.6 | 0.6 | 12.65 |
| 2026-10-07 | 12.45 | 18.86 | 0.57 | 5.93 |
| 2026-10-06 | 12.46 | 21.09 | 0.59 | 9.09 |
| 2026-10-05 | 12.25 | 26.44 | 0.63 | 20.63 |
| 2026-10-02 | 12.22 | 21.7 | 0.59 | 9.49 |
| 2026-10-01 | 12.3 | 22.12 | 0.6 | 9.88 |
| 2026-09-30 | 12.18 | 17.03 | 0.56 | 4.74 |
| 2026-09-29 | 12.45 | 26.11 | 0.63 | 18.58 |
| 2026-09-28 | 12.53 | 23.32 | 0.61 | 12.3 |
| 2026-09-25 | 12.52 | 19.96 | 0.58 | 7.11 |
| 2026-09-24 | 12.49 | 17.41 | 0.56 | 5.16 |
| 2026-09-23 | 12.36 | 19.84 | 0.58 | 6.35 |
| 2026-09-22 | 12.79 | 22.84 | 0.6 | 9.52 |
| 2026-09-21 | 11.91 | 16.8 | 0.56 | 3.98 |
| 2026-09-18 | 11.74 | 15.26 | 0.55 | 1.98 |
| 2026-09-17 | 12.08 | 15.23 | 0.55 | 1.59 |
| 2026-09-16 | 12.02 | 15.61 | 0.55 | 1.59 |
| 2026-09-15 | 12.31 | 15.08 | 0.55 | 1.19 |
| 2026-09-14 | 12.54 | 25.84 | 0.62 | 14.34 |
| 2026-09-11 | 12.51 | 23.69 | 0.61 | 9.13 |
| 2026-09-10 | 11.88 | 16.31 | 0.56 | 1.19 |
| 2026-09-09 | 12.15 | 35.13 | 0.69 | 35.71 |
| 2026-09-08 | 12.03 | 41.21 | 0.74 | 59.92 |
| 2026-09-04 | 12.43 | 50.68 | 0.8 | 78.57 |
| 2026-09-03 | 12.11 | 48.05 | 0.78 | 74.21 |
| 2026-09-02 | 12.23 | 38.65 | 0.72 | 45.24 |
| 2026-09-01 | 11.74 | 41.93 | 0.74 | 62.95 |
| 2026-08-31 | 12.18 | 60.55 | 0.87 | 92 |
| 2026-08-28 | 12.48 | 53.98 | 0.83 | 84.46 |
| 2026-08-27 | 12.54 | 58.91 | 0.86 | 90.44 |