Criteo S CRTO 15.42 0.04 0.26%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
CRTO / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.11
25.51
Mean
27.43
Window
+55.8%
ATM IV
z -0.33
0.48
Mean
0.52
Window
+54.4%
IV Percentile
z -1.68
23.58
Mean
63.23
Window
-11.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.69 | 0.58 |
| ATM IV | 0.69 | 1.00 | 0.73 |
| IV Percent... | 0.58 | 0.73 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 15.42 | 25.51 | 0.48 | 23.58 |
| 2026-11-05 | 15.38 | 21.47 | 0.46 | 9.35 |
| 2026-11-04 | 15.64 | 63.48 | 0.72 | 93.73 |
| 2026-11-03 | 15.17 | 36.92 | 0.55 | 52.94 |
| 2026-11-02 | 14.97 | 59.57 | 0.69 | 91.34 |
| 2026-10-30 | 14.65 | 46.5 | 0.61 | 77.34 |
| 2026-10-29 | 14.89 | 85.29 | 0.85 | 98.05 |
| 2026-10-28 | 14.46 | 94.26 | 0.91 | 99.22 |
| 2026-10-27 | 14.17 | 78.53 | 0.81 | 98.05 |
| 2026-10-26 | 14.47 | 90.64 | 0.88 | 99.22 |
| 2026-10-23 | 14.88 | 31.01 | 0.51 | 39.84 |
| 2026-10-22 | 14.87 | 42.48 | 0.59 | 69.92 |
| 2026-10-21 | 14.94 | 44.17 | 0.6 | 72.27 |
| 2026-10-20 | 15.39 | 55.04 | 0.66 | 89.06 |
| 2026-10-19 | 15.21 | 67.25 | 0.74 | 95.7 |
| 2026-10-15 | 15.76 | 65.37 | 0.73 | 95.75 |
| 2026-10-14 | 14.89 | 54.95 | 0.66 | 89.96 |
| 2026-10-13 | 15.07 | 40.58 | 0.57 | 63.71 |
| 2026-10-12 | 15.35 | 56.32 | 0.67 | 91.09 |
| 2026-10-09 | 15.73 | 61.19 | 0.7 | 93.82 |
| 2026-10-08 | 15.29 | 52.06 | 0.64 | 87.26 |
| 2026-10-07 | 14.9 | 54.32 | 0.66 | 90.35 |
| 2026-10-06 | 14.8 | 52.59 | 0.65 | 88.42 |
| 2026-10-05 | 14.5 | 48.19 | 0.62 | 80.23 |
| 2026-10-02 | 14.73 | 62.33 | 0.71 | 94.59 |
| 2026-10-01 | 15.23 | 35.17 | 0.54 | 49.81 |
| 2026-09-30 | 15.2 | 38.27 | 0.56 | 56.76 |
| 2026-09-29 | 15.45 | 18.63 | 0.44 | 4.63 |
| 2026-09-28 | 15.8 | 29.19 | 0.5 | 35.27 |
| 2026-09-25 | 16.28 | 55.55 | 0.67 | 91.89 |
| 2026-09-24 | 16.56 | 67.45 | 0.74 | 96.12 |
| 2026-09-23 | 16.55 | 24.12 | 0.47 | 18.99 |
| 2026-09-22 | 16.85 | 25.53 | 0.48 | 25.19 |
| 2026-09-21 | 16.8 | 48.11 | 0.62 | 80.93 |
| 2026-09-18 | 16.7 | 33.06 | 0.53 | 46.12 |
| 2026-09-17 | 16.9 | 31.92 | 0.52 | 44.19 |
| 2026-09-16 | 17.1 | 45.44 | 0.6 | 77.52 |
| 2026-09-15 | 17.09 | 33.87 | 0.53 | 48.45 |
| 2026-09-14 | 17.32 | 38.71 | 0.56 | 59.53 |
| 2026-09-11 | 17.44 | 43.55 | 0.59 | 72.09 |
| 2026-09-10 | 17.37 | 33.09 | 0.53 | 48.06 |
| 2026-09-09 | 17.44 | 32.66 | 0.53 | 47.29 |
| 2026-09-08 | 17.74 | 32.85 | 0.53 | 48.06 |
| 2026-09-04 | 17.62 | 34.47 | 0.54 | 51.55 |
| 2026-09-03 | 18.17 | 19.21 | 0.44 | 5.43 |
| 2026-09-02 | 18.3 | 26 | 0.48 | 31.01 |
| 2026-09-01 | 17.41 | 32.8 | 0.53 | 48.64 |
| 2026-08-31 | 17.65 | 55.49 | 0.67 | 92.19 |
| 2026-08-28 | 17.46 | 45.62 | 0.61 | 78.6 |
| 2026-08-27 | 17.24 | 40.63 | 0.57 | 67.32 |