First Trust Multi Cap Value FAB 102.32 -0.35 -0.34%
FAB Historical Options Analysis
Explore FAB (First Trust Multi Cap Value) 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
FAB / Comparative study
3 signals / 508 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z --
--
Mean
77.42
Window
--
ATM IV
z --
--
Mean
0.21
Window
--
IV Percentile
z --
--
Mean
60.88
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.94 | 0.89 |
| ATM IV | 0.94 | 1.00 | 0.71 |
| IV Percent... | 0.89 | 0.71 | 1.00 |
Source observations
Data inspector
1-50 of 508
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 102.32 | -- | -- | -- |
| 2026-09-18 | 102.67 | -- | -- | -- |
| 2026-09-17 | 103.8 | -- | -- | -- |
| 2026-09-16 | 103.67 | -- | -- | -- |
| 2026-09-15 | 105.01 | -- | -- | -- |
| 2026-09-14 | 105.29 | -- | -- | -- |
| 2026-09-11 | 105.12 | -- | -- | -- |
| 2026-09-10 | 104.45 | -- | -- | -- |
| 2026-09-09 | 104.98 | -- | -- | -- |
| 2026-09-08 | 105.92 | 64.96 | 0.18 | 18.75 |
| 2026-09-07 | 107.21 | 64.62 | 0.18 | 13.33 |
| 2026-09-04 | 107.21 | 0 | 0.00241 | 0 |
| 2026-09-03 | 107.45 | 51.23 | 0.19 | 23.08 |
| 2026-09-02 | 106.99 | 46.71 | 0.19 | 16.67 |
| 2026-09-01 | 106.07 | 100 | 0.27 | 100 |
| 2026-08-31 | 106.54 | 100 | 0.27 | 100 |
| 2026-08-28 | 107.17 | 97.86 | 0.26 | 77.78 |
| 2026-08-27 | 107.09 | 87.2 | 0.24 | 62.5 |
| 2026-08-26 | 107.6 | 68.69 | 0.22 | 28.57 |
| 2026-08-25 | 107.47 | 98.1 | 0.26 | 83.33 |
| 2026-08-24 | 107.77 | 100 | 0.26 | 100 |
| 2026-08-21 | 107.62 | 81.95 | 0.22 | 50 |
| 2026-08-20 | 107.12 | 100 | 0.25 | 100 |
| 2026-08-19 | 107.68 | 100 | 0.23 | 100 |
| 2026-08-18 | 107.22 | -- | -- | -- |
| 2026-08-17 | 107.2 | -- | -- | -- |
| 2026-08-14 | 108.17 | -- | 0.18 | 100 |
| 2026-08-13 | 107.93 | -- | 0.11 | -- |
| 2026-08-12 | 106.92 | -- | -- | -- |
| 2026-08-11 | 106.94 | -- | -- | -- |
| 2026-08-10 | 106.63 | -- | -- | -- |
| 2026-08-07 | 106.62 | -- | -- | -- |
| 2026-08-06 | 106.14 | -- | -- | -- |
| 2026-08-05 | 106.43 | -- | -- | -- |
| 2026-08-04 | 107.17 | -- | -- | -- |
| 2026-08-03 | 106.26 | -- | -- | -- |
| 2026-07-31 | 105.36 | -- | -- | -- |
| 2026-07-30 | 105.63 | -- | -- | -- |
| 2026-07-29 | 106.65 | -- | -- | -- |
| 2026-07-28 | 106.94 | -- | -- | -- |
| 2026-07-27 | 105.16 | -- | -- | -- |
| 2026-07-24 | 104.64 | -- | -- | -- |
| 2026-07-23 | 103.2 | -- | -- | -- |
| 2026-07-22 | 103.96 | -- | -- | -- |
| 2026-07-21 | 103.53 | -- | -- | -- |
| 2026-07-20 | 103.59 | -- | -- | -- |
| 2026-07-17 | 104.13 | -- | -- | -- |
| 2026-07-16 | 104.64 | -- | -- | -- |
| 2026-07-15 | 102.72 | -- | -- | -- |
| 2026-07-14 | 102.43 | -- | -- | -- |