iMGP DBi Managed Futures Strategy DBMF 31.99 0.07 0.22%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
DBMF / Comparative study
3 signals / 503 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.99
3.86
Mean
21.73
Window
-69.7%
ATM IV
z -1.05
0.15
Mean
0.46
Window
-74.5%
IV Percentile
z -1.24
9.56
Mean
45.24
Window
-83.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.93 | 0.86 |
| ATM IV | 0.93 | 1.00 | 0.91 |
| IV Percent... | 0.86 | 0.91 | 1.00 |
Source observations
Data inspector
1-50 of 503
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 31.99 | 3.86 | 0.15 | 9.56 |
| 2026-09-10 | 31.92 | 17.84 | 0.35 | 69.32 |
| 2026-09-09 | 31.33 | 38.07 | 0.65 | 94.82 |
| 2026-09-08 | 31.16 | 39.55 | 0.67 | 95.62 |
| 2026-09-07 | 31.5 | 31.98 | 0.56 | 89.6 |
| 2026-09-04 | 31.44 | 27.71 | 0.5 | 87.25 |
| 2026-09-03 | 31.41 | 20.28 | 0.39 | 77.29 |
| 2026-09-02 | 31.5 | 20 | 0.39 | 76.89 |
| 2026-09-01 | 31.59 | 13.84 | 0.3 | 58.4 |
| 2026-08-31 | 31.38 | 19.86 | 0.38 | 76.31 |
| 2026-08-28 | 31.41 | 2.91 | 0.14 | 5.6 |
| 2026-08-27 | 31.22 | 16.94 | 0.34 | 66 |
| 2026-08-26 | 31.08 | 5.37 | 0.17 | 15.6 |
| 2026-08-25 | 31.01 | 4.42 | 0.16 | 11.2 |
| 2026-08-24 | 31.25 | 6.94 | 0.2 | 23.69 |
| 2026-08-21 | 31.37 | 2.91 | 0.14 | 5.2 |
| 2026-08-20 | 31.16 | 36.28 | 0.62 | 92.8 |
| 2026-08-19 | 30.94 | 50.44 | 0.83 | 97.6 |
| 2026-08-18 | 31.27 | 36.37 | 0.62 | 93.2 |
| 2026-08-17 | 31.54 | 56.27 | 0.91 | 97.99 |
| 2026-08-14 | 31.35 | 18.06 | 0.36 | 69.2 |
| 2026-08-13 | 31.32 | 34.86 | 0.6 | 92.8 |
| 2026-08-12 | 31.43 | 7.22 | 0.2 | 24.4 |
| 2026-08-11 | 31.33 | 32.28 | 0.56 | 90.4 |
| 2026-08-10 | 31.32 | 33.03 | 0.57 | 91.57 |
| 2026-08-07 | 30.93 | 13.06 | 0.28 | 54 |
| 2026-08-06 | 30.94 | 12.39 | 0.28 | 51.6 |
| 2026-08-05 | 30.7 | 11.91 | 0.27 | 41.2 |
| 2026-08-04 | 30.69 | 10.25 | 0.24 | 38 |
| 2026-08-03 | 30.63 | 9.93 | 0.24 | 36.95 |
| 2026-07-31 | 30.92 | 12.46 | 0.28 | 51.6 |
| 2026-07-30 | 30.84 | 12.09 | 0.27 | 41.6 |
| 2026-07-29 | 31.03 | 9.18 | 0.23 | 34.4 |
| 2026-07-28 | 31.04 | 8.37 | 0.22 | 30.4 |
| 2026-07-27 | 31.27 | 6.46 | 0.19 | 21.29 |
| 2026-07-24 | 31.41 | 3.59 | 0.15 | 6.8 |
| 2026-07-23 | 31.49 | 9.65 | 0.24 | 34.4 |
| 2026-07-22 | 31.39 | 3.02 | 0.14 | 5.2 |
| 2026-07-21 | 31.32 | 3.38 | 0.14 | 6 |
| 2026-07-20 | 30.94 | 4.89 | 0.17 | 11.65 |
| 2026-07-17 | 30.87 | 4.62 | 0.16 | 10.8 |
| 2026-07-16 | 30.88 | 4.55 | 0.16 | 10.4 |
| 2026-07-15 | 30.99 | 4.1 | 0.16 | 8.8 |
| 2026-07-14 | 31.02 | 4.07 | 0.15 | 8.8 |
| 2026-07-13 | 30.99 | 4.51 | 0.16 | 9.64 |
| 2026-07-10 | 30.8 | 6.2 | 0.19 | 17.6 |
| 2026-07-09 | 30.76 | 3.97 | 0.15 | 8.4 |
| 2026-07-08 | 30.8 | 10.15 | 0.24 | 32.8 |
| 2026-07-07 | 30.68 | 14.3 | 0.3 | 52.8 |
| 2026-07-02 | 30.33 | 10.1 | 0.24 | 33.47 |