iShares Bloomberg Roll Select Commodity CMDY 65.88 0.67 1.03%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
CMDY / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.77
1.52
Mean
14.25
Window
-78.0%
ATM IV
z -0.66
0.18
Mean
0.4
Window
-11.9%
IV Percentile
z -1.30
15.35
Mean
53.79
Window
-53.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.79 | 0.69 |
| ATM IV | 0.79 | 1.00 | 0.68 |
| IV Percent... | 0.69 | 0.68 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-15 | 65.88 | 1.52 | 0.18 | 15.35 |
| 2026-09-14 | 65.21 | 1.54 | 0.18 | 15.81 |
| 2026-09-11 | 65.29 | 1.61 | 0.19 | 16.54 |
| 2026-09-10 | 66.16 | 3.13 | 0.22 | 32.28 |
| 2026-09-09 | 65.27 | 1.55 | 0.19 | 15.75 |
| 2026-09-08 | 64.59 | 1.34 | 0.18 | 12.99 |
| 2026-09-07 | 63.96 | 1.29 | 0.18 | 12.65 |
| 2026-09-04 | 63.96 | 1.12 | 0.17 | 10.63 |
| 2026-09-03 | 64.2 | 0.98 | 0.17 | 8.66 |
| 2026-09-02 | 64.12 | 1.15 | 0.18 | 10.63 |
| 2026-09-01 | 64.59 | 1.17 | 0.18 | 10.67 |
| 2026-08-31 | 63.56 | 1.43 | 0.18 | 11.9 |
| 2026-08-28 | 62.7 | 3.11 | 0.22 | 26.48 |
| 2026-08-27 | 62.69 | 1.36 | 0.18 | 11.46 |
| 2026-08-26 | 62.17 | 2.51 | 0.21 | 18.58 |
| 2026-08-25 | 61.96 | 2.33 | 0.2 | 17 |
| 2026-08-24 | 62.5 | 4.65 | 0.26 | 41.27 |
| 2026-08-21 | 62.87 | 3.07 | 0.22 | 24.9 |
| 2026-08-20 | 62.47 | 3.12 | 0.22 | 26.48 |
| 2026-08-19 | 62.02 | 3.13 | 0.22 | 26.48 |
| 2026-08-18 | 61.33 | 4.21 | 0.25 | 36.76 |
| 2026-08-17 | 61.59 | 2.84 | 0.22 | 21.43 |
| 2026-08-14 | 60.59 | 3.39 | 0.23 | 28.06 |
| 2026-08-13 | 60.16 | 4.45 | 0.26 | 37.55 |
| 2026-08-12 | 60.73 | 2.97 | 0.22 | 22.92 |
| 2026-08-11 | 60.45 | 2.87 | 0.22 | 21.74 |
| 2026-08-10 | 60.39 | 1.13 | 0.17 | 10.32 |
| 2026-08-07 | 59.02 | 2.01 | 0.2 | 14.23 |
| 2026-08-06 | 58.65 | 5.92 | 0.29 | 46.25 |
| 2026-08-05 | 58.2 | 6.34 | 0.3 | 48.22 |
| 2026-08-04 | 57.84 | 6.6 | 0.31 | 49.01 |
| 2026-08-03 | 58.44 | 5.71 | 0.29 | 45.24 |
| 2026-07-31 | 58.91 | 5.71 | 0.29 | 44.66 |
| 2026-07-30 | 58.96 | 3.12 | 0.22 | 23.72 |
| 2026-07-29 | 59.07 | 2.59 | 0.21 | 18.97 |
| 2026-07-28 | 58.38 | 2.3 | 0.2 | 15.81 |
| 2026-07-27 | 58.8 | 3.12 | 0.22 | 22.62 |
| 2026-07-24 | 59.83 | 3.71 | 0.24 | 28.46 |
| 2026-07-23 | 60.09 | 4.53 | 0.26 | 33.99 |
| 2026-07-22 | 59.96 | 3.62 | 0.24 | 26.98 |
| 2026-07-21 | 59.45 | 2.97 | 0.22 | 20.72 |
| 2026-07-20 | 58.79 | 2.49 | 0.21 | 16.8 |
| 2026-07-17 | 58.65 | 1.06 | 0.18 | 10.8 |
| 2026-07-16 | 57.97 | 4.43 | 0.29 | 40.4 |
| 2026-07-15 | 58.56 | 6.28 | 0.34 | 49.6 |
| 2026-07-14 | 58.27 | 2.55 | 0.23 | 23.2 |
| 2026-07-13 | 57.75 | 1.55 | 0.2 | 13.25 |
| 2026-07-10 | 56.93 | 6.25 | 0.34 | 48 |
| 2026-07-09 | 56.97 | 6.26 | 0.34 | 48 |
| 2026-07-08 | 57.04 | 5.24 | 0.31 | 44.4 |