Diageo plc DEO 86.63 0.32 0.37%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
DEO / Comparative study
3 signals / 510 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.29
14.94
Mean
42.05
Window
-49.0%
ATM IV
z -0.06
0.28
Mean
0.29
Window
+38.4%
IV Percentile
z -1.44
32.43
Mean
67.92
Window
-46.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.38 | 0.75 |
| ATM IV | 0.38 | 1.00 | 0.53 |
| IV Percent... | 0.75 | 0.53 | 1.00 |
Source observations
Data inspector
1-50 of 510
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 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 |
| 2026-09-07 | 89.19 | 17.14 | 0.3 | 50.39 |
| 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 |
| 2026-08-24 | 96.07 | 12.63 | 0.27 | 15.56 |
| 2026-08-21 | 94.62 | 10.6 | 0.26 | 8.53 |
| 2026-08-20 | 93.85 | 12.01 | 0.27 | 12.02 |
| 2026-08-19 | 92.9 | 10.43 | 0.26 | 8.91 |
| 2026-08-18 | 90.98 | 12.33 | 0.27 | 14.34 |
| 2026-08-17 | 91.82 | 12.27 | 0.27 | 13.62 |
| 2026-08-14 | 95.44 | 12.61 | 0.27 | 15.5 |
| 2026-08-13 | 95.01 | 12.72 | 0.27 | 16.67 |
| 2026-08-12 | 93.96 | 14.43 | 0.28 | 28.68 |
| 2026-08-11 | 94.94 | 13.94 | 0.28 | 25.58 |
| 2026-08-10 | 97.11 | 15.17 | 0.29 | 35.8 |
| 2026-08-07 | 96.35 | 12.46 | 0.27 | 16.67 |
| 2026-08-06 | 92.8 | 20.19 | 0.31 | 60.08 |
| 2026-08-05 | 88.43 | 40.23 | 0.42 | 98.45 |
| 2026-08-04 | 87.83 | 32.15 | 0.38 | 92.64 |
| 2026-08-03 | 88.51 | 41.43 | 0.43 | 99.22 |
| 2026-07-31 | 88.06 | 38.93 | 0.42 | 98.06 |
| 2026-07-30 | 89.06 | 39.9 | 0.42 | 98.84 |
| 2026-07-29 | 89.16 | 37.4 | 0.41 | 97.67 |
| 2026-07-28 | 88.9 | 39.45 | 0.42 | 98.84 |
| 2026-07-27 | 85.16 | 28.38 | 0.36 | 87.16 |
| 2026-07-24 | 83.08 | 27.7 | 0.35 | 84.5 |
| 2026-07-23 | 82.26 | 27.08 | 0.35 | 83.33 |
| 2026-07-22 | 84.33 | 28.25 | 0.36 | 85.66 |
| 2026-07-21 | 83.55 | 28.56 | 0.36 | 87.98 |
| 2026-07-20 | 84.84 | 28.27 | 0.36 | 86.77 |
| 2026-07-17 | 84 | 25.08 | 0.34 | 76.36 |
| 2026-07-16 | 85.48 | 26.69 | 0.35 | 83.33 |
| 2026-07-15 | 82.21 | 25.45 | 0.34 | 78.68 |
| 2026-07-14 | 80.94 | 25.8 | 0.34 | 80.62 |
| 2026-07-13 | 82.5 | 20.79 | 0.32 | 65.37 |
| 2026-07-10 | 82.03 | 22.71 | 0.33 | 71.71 |
| 2026-07-09 | 80.61 | 24.07 | 0.33 | 74.81 |
| 2026-07-08 | 80.85 | 23.42 | 0.33 | 72.87 |
| 2026-07-07 | 82.84 | 23.94 | 0.33 | 74.03 |
| 2026-07-02 | 82.16 | 16.65 | 0.29 | 50.97 |