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Commerce CMRC 3.5 0.42 13.8%

Previous-day view · Fri Sep 11 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

CMRC / Comparative study

3 signals / 272 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.54
16.14
Mean
32.23
Window
--
ATM IV z 0.89
1.63
Mean
1.12
Window
+172.9%
IV Percentile z 0.66
87.65
Mean
71.02
Window
-12.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.02 0.57
ATM IV 0.02 1.00 0.44
IV Percent... 0.57 0.44 1.00
Source observations

Data inspector

1-50 of 272
  • 1 / 6
Date Close IV Rank ATM IV IV Percentile
2026-09-11 3.5 16.14 1.63 87.65
2026-09-10 3.08 6.89 1.03 47.81
2026-09-09 2.6 0 0.59 0
2026-09-08 2.56 1.21 0.69 7.97
2026-09-07 2.65 0.52 0.65 3.2
2026-09-04 2.57 1.47 0.7 8.76
2026-09-03 2.51 3.9 0.86 30.28
2026-09-02 2.48 3.03 0.8 23.9
2026-09-01 2.36 4.45 0.89 35.6
2026-08-31 2.41 1.29 0.69 8.43
2026-08-28 2.5 1.43 0.68 8
2026-08-27 2.37 2.22 0.72 11.6
2026-08-26 2.24 4.2 0.85 30
2026-08-25 2.33 1.73 0.69 9.2
2026-08-24 2.25 3.41 0.8 23.29
2026-08-21 2.22 3.51 0.8 23.6
2026-08-20 2.25 2.62 0.74 14
2026-08-19 2.15 4.68 0.87 32.4
2026-08-18 2.07 6.31 0.98 42.4
2026-08-17 2.06 6.3 0.97 42.17
2026-08-14 2.19 2.81 0.75 17.6
2026-08-13 2.22 2.64 0.74 16
2026-08-12 2.16 2.89 0.76 18.47
2026-08-11 2.25 1.43 0.66 10.48
2026-08-10 2.11 14.26 1.49 86.23
2026-08-07 2.22 3.91 0.82 26.83
2026-08-06 2.32 10.26 1.23 63.67
2026-08-05 3.41 28.74 2.42 97.54
2026-08-04 3.26 38.18 3.02 99.59
2026-08-03 3.17 36.44 2.91 99.59
2026-07-31 3.13 32.51 2.66 99.17
2026-07-30 3.16 33.88 2.75 99.58
2026-07-29 3.3 28.21 2.38 99.16
2026-07-28 3.2 27.61 2.34 99.16
2026-07-27 2.84 21.77 1.97 97.47
2026-07-24 2.71 17.77 1.71 93.22
2026-07-23 2.6 10.38 1.24 67.23
2026-07-22 2.72 12.43 1.37 87.18
2026-07-21 2.97 8.97 1.15 59.23
2026-07-20 2.99 11.8 1.33 85.78
2026-07-17 3.04 10.64 1.25 68.4
2026-07-16 3.07 11.34 1.3 74.78
2026-07-15 3.08 11.32 1.3 74.67
2026-07-14 3.15 11.47 1.31 84.21
2026-07-13 3.2 12.26 1.36 86.78
2026-07-10 3.12 10.65 1.25 69.91
2026-07-09 3.08 9.67 1.19 65.78
2026-07-08 3.08 9.86 1.2 66.52
2026-07-07 3.19 10.72 1.26 70.85
2026-07-02 3.15 9.3 1.17 64.86