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Compugen Ltd CGEN 2.47 -0.02 -0.89%

CGEN Historical Options Analysis

Explore CGEN (Compugen Ltd) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

CGEN / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.94
0.17
Mean
19.48
Window
-98.1%
ATM IV z -1.10
0.51
Mean
2.11
Window
-68.7%
IV Percentile z -1.46
0.78
Mean
47.93
Window
-98.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.94 0.79
ATM IV 0.94 1.00 0.77
IV Percent... 0.79 0.77 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 2.47 0.17 0.51 0.78
2026-09-18 2.49 1.44 0.68 4.3
2026-09-17 2.46 5.16 1.16 41.96
2026-09-16 2.41 9.08 1.68 62.35
2026-09-15 2.41 8.59 1.61 58.04
2026-09-14 2.48 7.46 1.46 52.76
2026-09-11 2.47 7.51 1.47 52.55
2026-09-10 2.46 4.5 1.08 34.9
2026-09-09 2.48 9.58 1.74 63.14
2026-09-08 2.56 8.35 1.58 56.47
2026-09-07 2.59 1.93 0.74 7.09
2026-09-04 2.59 1.72 0.71 4.71
2026-09-03 2.56 6.87 1.39 48.24
2026-09-02 2.63 3.9 1 28.63
2026-09-01 2.59 4.27 1.05 31.89
2026-08-31 2.56 2.1 0.76 7.51
2026-08-28 2.6 1.43 0.67 3.94
2026-08-27 2.76 2.79 0.85 15.75
2026-08-26 2.84 4.56 1.08 32.68
2026-08-25 2.87 5.03 1.15 37.01
2026-08-24 2.59 2.68 0.84 13.83
2026-08-21 2.62 2.21 0.78 8.66
2026-08-20 2.65 1.18 0.64 2.76
2026-08-19 2.44 1.02 0.62 1.57
2026-08-18 2.38 1.59 0.7 3.15
2026-08-17 2.35 1.82 0.73 3.56
2026-08-14 2.41 3.52 0.95 21.34
2026-08-13 2.41 3.42 0.93 20.16
2026-08-12 2.5 3.22 0.91 17
2026-08-11 2.4 3.58 0.96 20.95
2026-08-10 2.34 2.53 0.82 11.11
2026-08-07 2.41 2.24 0.78 7.51
2026-08-06 2.3 2.26 0.78 7.51
2026-08-05 2.28 2.19 0.77 6.32
2026-08-04 2.38 2.38 0.8 8.7
2026-08-03 2.38 2.19 0.77 6.35
2026-07-31 2.35 4.25 1.04 24.11
2026-07-30 2.33 4.48 1.07 25.3
2026-07-29 2.24 5.5 1.21 33.99
2026-07-28 2.26 5.05 1.15 30.04
2026-07-27 2.38 3.36 0.93 16.27
2026-07-24 2.28 4.15 1.03 22.53
2026-07-23 2.34 3.31 0.92 15.42
2026-07-22 2.42 2.29 0.79 6.72
2026-07-21 2.49 2.68 0.84 8.7
2026-07-20 2.34 2.97 0.88 11.11
2026-07-17 2.37 2.35 0.8 7.14
2026-07-16 2.33 2.68 0.84 8.33
2026-07-15 2.36 2.3 0.79 6.75
2026-07-14 2.3 3.04 0.89 10.32