Eagle Bancorp Inc EGBN 28.32 0.11 0.4%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
EGBN / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.52
8.33
Mean
15.36
Window
-73.3%
ATM IV
z -0.92
0.27
Mean
0.83
Window
-64.5%
IV Percentile
z -1.49
1.55
Mean
46.02
Window
-97.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.80 | 0.66 |
| ATM IV | 0.80 | 1.00 | 0.74 |
| IV Percent... | 0.66 | 0.74 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-18 | 28.32 | 8.33 | 0.27 | 1.55 |
| 2026-09-17 | 28.21 | 38.48 | 0.59 | 62.4 |
| 2026-09-16 | 28.26 | 27.26 | 0.47 | 33.33 |
| 2026-09-15 | 28.28 | 25.76 | 0.49 | 39.15 |
| 2026-09-14 | 27.98 | 39.85 | 0.66 | 74.71 |
| 2026-09-11 | 27.6 | 27.15 | 0.51 | 44.96 |
| 2026-09-10 | 27.73 | 34.69 | 0.6 | 62.79 |
| 2026-09-09 | 27.33 | 23.72 | 0.46 | 32.56 |
| 2026-09-08 | 27.75 | 21.39 | 0.51 | 46.12 |
| 2026-09-07 | 28.18 | 26.44 | 0.59 | 61.48 |
| 2026-09-04 | 28.18 | 24.97 | 0.57 | 57.75 |
| 2026-09-03 | 27.76 | 24.8 | 0.57 | 56.59 |
| 2026-09-02 | 27.7 | 26.91 | 0.6 | 60.85 |
| 2026-09-01 | 26.81 | 20.54 | 0.5 | 43.19 |
| 2026-08-31 | 27.29 | 28.84 | 0.63 | 67.19 |
| 2026-08-28 | 27.57 | 17.49 | 0.45 | 30.74 |
| 2026-08-27 | 27.62 | 24.14 | 0.56 | 55.25 |
| 2026-08-26 | 27.63 | 21.13 | 0.51 | 45.91 |
| 2026-08-25 | 27.68 | 35.5 | 0.74 | 83.66 |
| 2026-08-24 | 28.11 | 23.97 | 0.55 | 55.47 |
| 2026-08-21 | 28.24 | 9.7 | 0.33 | 5.84 |
| 2026-08-20 | 27.83 | 11.59 | 0.36 | 8.17 |
| 2026-08-19 | 27.62 | 32.75 | 0.69 | 77.43 |
| 2026-08-18 | 28.45 | 11.99 | 0.37 | 10.12 |
| 2026-08-17 | 28.55 | 12.37 | 0.37 | 12.11 |
| 2026-08-14 | 28.8 | 6.12 | 0.27 | 1.95 |
| 2026-08-13 | 28.78 | 8.57 | 0.31 | 4.28 |
| 2026-08-12 | 28.76 | 5.82 | 0.27 | 1.56 |
| 2026-08-11 | 28.39 | 6.77 | 0.28 | 1.95 |
| 2026-08-10 | 27.64 | 12.13 | 0.37 | 8.98 |
| 2026-08-07 | 27.71 | 12.19 | 0.37 | 9.73 |
| 2026-08-06 | 27.86 | 28.35 | 0.62 | 67.32 |
| 2026-08-05 | 28.25 | 7.86 | 0.3 | 3.11 |
| 2026-08-04 | 28.36 | 6.34 | 0.28 | 1.56 |
| 2026-08-03 | 27.86 | 27.86 | 0.62 | 65.63 |
| 2026-07-31 | 27.75 | 37.61 | 0.77 | 85.6 |
| 2026-07-30 | 27.49 | 31.11 | 0.67 | 74.71 |
| 2026-07-29 | 27.89 | 14.67 | 0.41 | 18.68 |
| 2026-07-28 | 28.39 | 10.28 | 0.34 | 4.28 |
| 2026-07-27 | 28.15 | 11.63 | 0.36 | 5.47 |
| 2026-07-24 | 28.44 | 10.52 | 0.34 | 4.67 |
| 2026-07-23 | 27.6 | 17.2 | 0.45 | 28.02 |
| 2026-07-22 | 26.94 | 33.25 | 0.7 | 77.43 |
| 2026-07-21 | 27.26 | 23.19 | 0.54 | 52.92 |
| 2026-07-20 | 26.92 | 31.83 | 0.68 | 73.83 |
| 2026-07-17 | 27.39 | 25 | 0.57 | 57.2 |
| 2026-07-16 | 27.78 | 29.28 | 0.64 | 66.93 |
| 2026-07-15 | 27.2 | 25.54 | 0.58 | 57.2 |
| 2026-07-14 | 26.86 | 30.37 | 0.66 | 68.87 |
| 2026-07-13 | 26.89 | 31.89 | 0.68 | 72.66 |