ERock EROC 13.39 0.3 2.29%
EROC Historical Options Analysis
Explore EROC (ERock) 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
EROC / Comparative study
3 signals / 46 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.26
3.77
Mean
7.41
Window
-95.4%
ATM IV
z -0.51
0.82
Mean
1.13
Window
-70.1%
IV Percentile
z 0.29
33.33
Mean
26.04
Window
-66.7%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.97 | 0.62 |
| ATM IV | 0.97 | 1.00 | 0.68 |
| IV Percent... | 0.62 | 0.68 | 1.00 |
Source observations
Data inspector
1-46 of 46
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 13.39 | 3.77 | 0.82 | 33.33 |
| 2026-09-18 | 13.09 | 2.22 | 0.78 | 13.64 |
| 2026-09-17 | 12.9 | 3.64 | 0.82 | 27.91 |
| 2026-09-16 | 12.21 | 8.35 | 0.95 | 57.14 |
| 2026-09-15 | 11.04 | 3.78 | 0.82 | 31.71 |
| 2026-09-14 | 11.26 | 5.5 | 0.87 | 45 |
| 2026-09-11 | 12.7 | 3 | 0.8 | 20.51 |
| 2026-09-10 | 11.87 | 10.27 | 1 | 57.89 |
| 2026-09-09 | 12.67 | 3.65 | 0.82 | 29.73 |
| 2026-09-08 | 13.74 | 7.08 | 0.91 | 50 |
| 2026-09-07 | 12.33 | 0.86 | 0.75 | 5.71 |
| 2026-09-04 | 12.33 | 0 | 0.72 | 0 |
| 2026-09-03 | 11.71 | 5.99 | 0.89 | 42.42 |
| 2026-09-02 | 11.21 | 2.88 | 0.8 | 18.75 |
| 2026-09-01 | 11.41 | 0 | 0.73 | 0 |
| 2026-08-31 | 11.8 | 0.36 | 0.78 | 6.67 |
| 2026-08-28 | 12.31 | 0 | 0.77 | 0 |
| 2026-08-27 | 13.23 | 0.41 | 0.79 | 3.57 |
| 2026-08-26 | 12.99 | 1.31 | 0.81 | 7.41 |
| 2026-08-25 | 12.95 | 2.01 | 0.83 | 15.38 |
| 2026-08-24 | 13.12 | 0 | 0.78 | 0 |
| 2026-08-21 | 14.13 | 1.1 | 0.83 | 8.33 |
| 2026-08-20 | 13.01 | 0.55 | 0.82 | 4.35 |
| 2026-08-19 | 14.36 | 1.5 | 0.84 | 4.55 |
| 2026-08-18 | 15.22 | 1.59 | 0.84 | 4.76 |
| 2026-08-17 | 17.4 | 0 | 0.8 | 0 |
| 2026-08-14 | 16.72 | 0 | 0.85 | 0 |
| 2026-08-13 | 15.66 | 0 | 0.89 | 0 |
| 2026-08-12 | 13.82 | 0 | 0.93 | 0 |
| 2026-08-11 | 11.25 | 12.5 | 1.28 | 37.5 |
| 2026-08-10 | 10.51 | 19.82 | 1.46 | 53.33 |
| 2026-08-07 | 10.59 | 39.22 | 1.94 | 78.57 |
| 2026-08-06 | 10.41 | 16.9 | 1.39 | 53.85 |
| 2026-08-05 | 10.73 | 0 | 0.97 | 0 |
| 2026-08-04 | 11.5 | 0 | 1.02 | 0 |
| 2026-08-03 | 10.96 | 19.71 | 1.52 | 70 |
| 2026-07-31 | 10.26 | 13 | 1.36 | 44.44 |
| 2026-07-30 | 9.88 | 9.35 | 1.28 | 37.5 |
| 2026-07-29 | 8.99 | 19.06 | 1.51 | 42.86 |
| 2026-07-28 | 10.1 | 19.36 | 1.52 | 50 |
| 2026-07-27 | 10.71 | 2.66 | 1.12 | 40 |
| 2026-07-24 | 10.95 | 2.5 | 1.11 | 25 |
| 2026-07-23 | 11.93 | 0 | 1.05 | 0 |
| 2026-07-22 | 12.32 | 81.96 | 3.32 | 50 |
| 2026-07-21 | 13.29 | -- | 3.45 | 100 |
| 2026-07-20 | 11.78 | -- | 2.75 | -- |