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Diageo plc DEO 97.7 3.65 3.88%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

DEO / Comparative study

3 signals / 496 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.87
21.66
Mean
40.67
Window
-61.8%
ATM IV z 0.54
0.32
Mean
0.29
Window
+24.7%
IV Percentile z -0.18
62.11
Mean
66.61
Window
-33.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.34 0.76
ATM IV 0.34 1.00 0.58
IV Percent... 0.76 0.58 1.00
Source observations

Data inspector

1-50 of 496
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-04 97.7 21.66 0.32 62.11
2026-11-03 94.05 19.64 0.31 57.03
2026-11-02 97.63 28.03 0.36 81.18
2026-10-30 93.44 26.69 0.35 78.6
2026-10-29 91.33 24.46 0.34 71.6
2026-10-28 91.96 24.97 0.34 73.54
2026-10-27 93.07 28.72 0.36 85.6
2026-10-26 94.41 25.68 0.34 76.95
2026-10-23 95.97 20.35 0.31 61.09
2026-10-22 96.69 20.87 0.32 63.04
2026-10-21 92.85 22.61 0.33 66.93
2026-10-20 93.41 22.71 0.33 68.48
2026-10-19 93.49 22.22 0.32 66.93
2026-10-15 93.96 11.7 0.27 8.08
2026-10-14 92 11.92 0.27 8.08
2026-10-13 90.43 12.77 0.27 14.23
2026-10-12 88.73 16.58 0.29 49.81
2026-10-09 86.73 12.41 0.27 11.54
2026-10-08 86.98 14.49 0.28 27.69
2026-10-07 84.73 15.98 0.29 45.77
2026-10-06 84.78 16.41 0.29 48.46
2026-10-05 83.97 20.84 0.32 64.48
2026-10-02 84.75 15.58 0.29 41.92
2026-10-01 84.42 23.48 0.33 70
2026-09-30 85.6 15.8 0.29 44.23
2026-09-29 85.34 22.68 0.33 68.08
2026-09-28 86.24 20.39 0.31 63.32
2026-09-25 87.52 13.64 0.28 21.15
2026-09-24 86.83 14.38 0.28 25.48
2026-09-23 86.11 17.01 0.3 52.9
2026-09-22 87.37 13.66 0.28 21.24
2026-09-21 86.82 14.61 0.28 28.29
2026-09-18 85.59 17.41 0.3 54.05
2026-09-17 86.72 14.73 0.28 29.73
2026-09-16 86.95 15.82 0.29 42.47
2026-09-15 86.8 15.44 0.29 39.77
2026-09-14 88.38 14.69 0.28 29.46
2026-09-11 86.63 14.94 0.28 32.43
2026-09-10 86.31 15.26 0.29 37.07
2026-09-09 86.1 15.38 0.29 37.84
2026-09-08 87.14 16.08 0.29 42.47
2026-09-04 89.19 14.44 0.28 27.03
2026-09-03 90.68 15.07 0.28 34.75
2026-09-02 91.14 14.99 0.28 33.98
2026-09-01 90.06 15.98 0.29 42.25
2026-08-31 91.85 14.79 0.28 31.13
2026-08-28 92.99 10.9 0.26 7.36
2026-08-27 92.09 12.87 0.27 16.67
2026-08-26 93.67 13.99 0.28 25.58
2026-08-25 94.75 15.16 0.29 35.66