Direxion Auspice Broad Commodity Strategy COM 35.65 0.31 0.88%
COM Historical Options Analysis
Explore COM (Direxion Auspice Broad Commodity Strategy) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
COM / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.79
19.75
Mean
10.82
Window
+45.0%
ATM IV
z -0.11
0.4
Mean
0.45
Window
-42.9%
IV Percentile
z 1.09
75.22
Mean
45.16
Window
-3.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.86 | 0.77 |
| ATM IV | 0.86 | 1.00 | 0.78 |
| IV Percent... | 0.77 | 0.78 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 35.65 | 19.75 | 0.4 | 75.22 |
| 2026-09-18 | 35.34 | 17.09 | 0.36 | 68.72 |
| 2026-09-17 | 35.52 | 17.58 | 0.36 | 70.48 |
| 2026-09-16 | 35.56 | 17.56 | 0.36 | 70.48 |
| 2026-09-15 | 35.67 | 17.58 | 0.36 | 70.93 |
| 2026-09-14 | 35.45 | 20.2 | 0.41 | 75.66 |
| 2026-09-11 | 35.5 | 19.16 | 0.39 | 74.89 |
| 2026-09-10 | 35.91 | 18.8 | 0.39 | 74.45 |
| 2026-09-09 | 35.64 | 18.66 | 0.38 | 74.45 |
| 2026-09-08 | 35.61 | 8.87 | 0.21 | 47.14 |
| 2026-09-07 | 35.42 | 5.71 | 0.16 | 23.45 |
| 2026-09-04 | 35.42 | 5.02 | 0.15 | 16.74 |
| 2026-09-03 | 35.53 | 4.91 | 0.15 | 14.98 |
| 2026-09-02 | 35.7 | 12.63 | 0.28 | 60.35 |
| 2026-09-01 | 35.77 | -- | -- | -- |
| 2026-08-31 | 35.73 | -- | -- | -- |
| 2026-08-28 | 35.25 | 5.17 | 0.15 | 18.86 |
| 2026-08-27 | 35.27 | -- | -- | -- |
| 2026-08-26 | 34.96 | -- | -- | -- |
| 2026-08-25 | 34.62 | -- | -- | -- |
| 2026-08-24 | 34.71 | -- | -- | -- |
| 2026-08-21 | 34.76 | -- | -- | -- |
| 2026-08-20 | 34.74 | -- | -- | -- |
| 2026-08-19 | 34.7 | -- | -- | -- |
| 2026-08-18 | 34.48 | 13.39 | 0.29 | 62.98 |
| 2026-08-17 | 34.5 | -- | -- | -- |
| 2026-08-14 | 34.2 | 9.14 | 0.26 | 53.81 |
| 2026-08-13 | 34.01 | 11.43 | 0.31 | 64.83 |
| 2026-08-12 | 34.04 | -- | -- | -- |
| 2026-08-11 | 33.92 | 10.97 | 0.3 | 62.45 |
| 2026-08-10 | 33.94 | 10.49 | 0.29 | 61.02 |
| 2026-08-07 | 33.75 | 11.32 | 0.3 | 62.87 |
| 2026-08-06 | 33.76 | 9.7 | 0.27 | 56.96 |
| 2026-08-05 | 33.73 | 9.64 | 0.27 | 56.54 |
| 2026-08-04 | 33.62 | -- | -- | -- |
| 2026-08-03 | 33.82 | -- | -- | -- |
| 2026-07-31 | 33.83 | -- | -- | -- |
| 2026-07-30 | 33.85 | -- | -- | -- |
| 2026-07-29 | 33.85 | -- | -- | -- |
| 2026-07-28 | 33.86 | -- | -- | -- |
| 2026-07-27 | 33.91 | -- | -- | -- |
| 2026-07-24 | 34.23 | -- | -- | -- |
| 2026-07-23 | 34.27 | 0 | 0.06 | 0 |
| 2026-07-22 | 34.3 | 0.72 | 0.09 | 1.63 |
| 2026-07-21 | 34.09 | 0 | 0.07 | 0 |
| 2026-07-20 | 33.96 | 0.85 | 0.09 | 1.64 |
| 2026-07-17 | 33.88 | 0.84 | 0.09 | 1.22 |
| 2026-07-16 | 33.76 | 21.53 | 0.53 | 71.02 |
| 2026-07-15 | 33.85 | 13.08 | 0.35 | 61.22 |
| 2026-07-14 | 33.62 | 13.98 | 0.37 | 62.86 |