Criteo S CRTO 16.8 0.1 0.6%
CRTO Historical Options Analysis
Explore CRTO (Criteo S) 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
CRTO / Comparative study
3 signals / 507 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.34
48.11
Mean
26.57
Window
+108.6%
ATM IV
z 0.89
0.62
Mean
0.51
Window
+55.7%
IV Percentile
z 0.79
80.93
Mean
62.79
Window
+33.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.63 | 0.54 |
| ATM IV | 0.63 | 1.00 | 0.70 |
| IV Percent... | 0.54 | 0.70 | 1.00 |
Source observations
Data inspector
1-50 of 507
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 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 |
| 2026-09-07 | 17.62 | 37.76 | 0.56 | 57.98 |
| 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 |
| 2026-08-26 | 16.97 | 80.18 | 0.82 | 98.83 |
| 2026-08-25 | 17.3 | 48.56 | 0.62 | 84.82 |
| 2026-08-24 | 17.09 | 44.3 | 0.6 | 76.17 |
| 2026-08-21 | 17.44 | 30.92 | 0.51 | 48.25 |
| 2026-08-20 | 17.48 | 38.99 | 0.56 | 63.04 |
| 2026-08-19 | 17.85 | 40.43 | 0.57 | 67.7 |
| 2026-08-18 | 17.88 | 27.82 | 0.5 | 40.86 |
| 2026-08-17 | 17.82 | 49.77 | 0.63 | 85.94 |
| 2026-08-14 | 19 | 6.76 | 0.36 | 0.78 |
| 2026-08-13 | 18.21 | 26.23 | 0.49 | 37.35 |
| 2026-08-12 | 17.36 | 40.32 | 0.57 | 67.7 |
| 2026-08-11 | 17.26 | 30.55 | 0.51 | 49.03 |
| 2026-08-10 | 17.95 | 24.23 | 0.47 | 25.39 |
| 2026-08-07 | 18.38 | 20.08 | 0.45 | 6.61 |
| 2026-08-06 | 17.58 | 30.14 | 0.51 | 48.64 |
| 2026-08-05 | 17.05 | 100 | 0.94 | 100 |
| 2026-08-04 | 22.4 | 0 | 0.32 | 0 |
| 2026-08-03 | 21.37 | 42.8 | 0.59 | 75.78 |
| 2026-07-31 | 21.82 | 25.56 | 0.5 | 44.36 |
| 2026-07-30 | 21.94 | 74.04 | 0.77 | 98.05 |
| 2026-07-29 | 22.63 | 38 | 0.57 | 66.54 |
| 2026-07-28 | 21.15 | 53.96 | 0.66 | 91.44 |
| 2026-07-27 | 20.85 | 49.49 | 0.63 | 87.11 |
| 2026-07-24 | 20.44 | 44.45 | 0.6 | 79.38 |
| 2026-07-23 | 20.83 | 92.03 | 0.87 | 99.61 |
| 2026-07-22 | 21.05 | 71.84 | 0.76 | 98.05 |
| 2026-07-21 | 21.57 | 62.47 | 0.71 | 96.11 |
| 2026-07-20 | 22 | 60.87 | 0.7 | 96.09 |
| 2026-07-17 | 22.48 | 57.64 | 0.68 | 95.33 |
| 2026-07-16 | 22.93 | 20.32 | 0.47 | 22.18 |
| 2026-07-15 | 22.6 | 51.61 | 0.64 | 89.88 |
| 2026-07-14 | 22.39 | 22.59 | 0.48 | 35.41 |