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First American Financial Corporation FAF 66.97 -0.66 -0.98%

Previous-day view · Wed Nov 11 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

FAF / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.43
49.66
Mean
24.32
Window
+37.8%
ATM IV z -0.40
0.38
Mean
0.45
Window
-34.8%
IV Percentile z 0.92
71.95
Mean
45.09
Window
-1.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.83 0.90
ATM IV 0.83 1.00 0.81
IV Percent... 0.90 0.81 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-11 66.97 49.66 0.38 71.95
2026-11-10 67.63 29.33 0.29 28.86
2026-11-09 68.68 15.65 0.23 5.71
2026-11-06 67.01 43.4 0.35 64.23
2026-11-05 68.2 35.46 0.31 45.93
2026-11-04 67.67 27.14 0.29 30.59
2026-11-03 64.97 45.06 0.38 72.16
2026-11-02 66.16 39.42 0.35 64.57
2026-10-30 63.82 60.46 0.46 85.94
2026-10-29 63.72 55.42 0.43 83.59
2026-10-28 63.55 63.79 0.47 88.67
2026-10-27 64.39 65.88 0.48 89.45
2026-10-26 64.02 61.45 0.46 87.45
2026-10-23 64.72 87.66 0.59 98.44
2026-10-22 65.07 84.58 0.57 98.05
2026-10-21 66.46 70.34 0.5 92.19
2026-10-20 66.26 70.85 0.51 92.58
2026-10-19 64.82 44.56 0.38 73.44
2026-10-15 63.43 29.68 0.3 37.07
2026-10-14 62.07 88.71 0.59 98.84
2026-10-13 62.17 89.02 0.6 99.23
2026-10-12 60.93 86.87 0.59 99.22
2026-10-09 61.2 89.64 0.6 99.61
2026-10-08 62.81 33.98 0.32 52.51
2026-10-07 61.29 82.22 0.56 98.07
2026-10-06 62.31 32.99 0.32 49.03
2026-10-05 61.97 21.12 0.26 19.77
2026-10-02 62.49 76.61 0.53 95.75
2026-10-01 61.51 49.54 0.56 97.3
2026-09-30 60.74 0 0.16 0
2026-09-29 64.03 16.86 0.3 36.68
2026-09-28 64.72 16.76 0.3 36.05
2026-09-25 66.27 20.97 0.34 59.07
2026-09-24 65.6 16.49 0.3 34.88
2026-09-23 68.09 19.31 0.32 50
2026-09-22 69.24 17.93 0.31 43.02
2026-09-21 69.26 20.84 0.34 57.59
2026-09-18 69.59 29.71 0.41 76.74
2026-09-17 71.96 23.46 0.36 64.34
2026-09-16 71.11 41.8 0.5 90.7
2026-09-15 72.83 15.66 0.29 30.23
2026-09-14 73.15 7.93 0.23 6.23
2026-09-11 71.78 20.26 0.33 54.26
2026-09-10 71.18 35.14 0.45 84.5
2026-09-09 71.47 32.62 0.43 82.17
2026-09-08 71.38 32.9 0.43 82.56
2026-09-04 72.75 24.58 0.37 66.28
2026-09-03 76.51 4.47 0.2 3.49
2026-09-02 74.05 18.7 0.32 44.57
2026-09-01 73.59 17.23 0.31 37.35