iShares Fallen Angels USD Bond FALN 26.43 -0.09 -0.33%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
FALN / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.65
31.4
Mean
11.07
Window
+3071.7%
ATM IV
z 1.36
1.21
Mean
0.52
Window
+1201.9%
IV Percentile
z 1.46
96.1
Mean
51.69
Window
+384.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.96 | 0.73 |
| ATM IV | 0.96 | 1.00 | 0.76 |
| IV Percent... | 0.73 | 0.76 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 26.43 | 31.4 | 1.21 | 96.1 |
| 2026-09-10 | 26.52 | 29.2 | 1.13 | 94.81 |
| 2026-09-09 | 26.7 | 26.31 | 1.02 | 92.86 |
| 2026-09-08 | 26.76 | 0.09 | 0.05 | 1.3 |
| 2026-09-07 | 26.87 | 0.68 | 0.07 | 9.15 |
| 2026-09-04 | 26.81 | 0.26 | 0.05 | 3.9 |
| 2026-09-03 | 26.82 | 0.27 | 0.06 | 3.9 |
| 2026-09-02 | 26.8 | 0.12 | 0.05 | 1.3 |
| 2026-09-01 | 26.77 | 18.73 | 0.74 | 84.97 |
| 2026-08-31 | 27.01 | 1.61 | 0.1 | 15.79 |
| 2026-08-28 | 27.03 | 1.66 | 0.11 | 15.69 |
| 2026-08-27 | 27.09 | 1.79 | 0.11 | 15.69 |
| 2026-08-26 | 27.09 | 17.13 | 0.68 | 83.66 |
| 2026-08-25 | 27.11 | 1.79 | 0.11 | 15.69 |
| 2026-08-24 | 27.03 | 1.45 | 0.1 | 14.47 |
| 2026-08-21 | 27 | 0.76 | 0.07 | 7.84 |
| 2026-08-20 | 27 | 0.93 | 0.08 | 9.15 |
| 2026-08-19 | 27.07 | 1.21 | 0.09 | 12.42 |
| 2026-08-18 | 26.98 | 0.93 | 0.08 | 9.15 |
| 2026-08-17 | 27.02 | 1 | 0.08 | 9.21 |
| 2026-08-14 | 27.07 | 1.03 | 0.08 | 9.15 |
| 2026-08-13 | 27.12 | 1.19 | 0.09 | 9.8 |
| 2026-08-12 | 27.02 | 0.84 | 0.08 | 8.5 |
| 2026-08-11 | 27 | 0.71 | 0.07 | 7.19 |
| 2026-08-10 | 26.99 | 0.58 | 0.07 | 6.58 |
| 2026-08-07 | 26.99 | 0.56 | 0.07 | 5.88 |
| 2026-08-06 | 26.93 | 0 | 0.05 | 0 |
| 2026-08-05 | 26.98 | 0.18 | 0.05 | 1.31 |
| 2026-08-04 | 26.97 | 0.18 | 0.05 | 1.31 |
| 2026-08-03 | 26.86 | 10.75 | 0.45 | 75.66 |
| 2026-07-31 | 26.92 | 0 | 0.05 | 0 |
| 2026-07-30 | 26.95 | 0.26 | 0.06 | 2.61 |
| 2026-07-29 | 26.86 | -- | -- | -- |
| 2026-07-28 | 26.95 | -- | -- | -- |
| 2026-07-27 | 26.89 | -- | -- | -- |
| 2026-07-24 | 26.87 | -- | -- | -- |
| 2026-07-23 | 26.86 | -- | -- | -- |
| 2026-07-22 | 26.98 | -- | -- | -- |
| 2026-07-21 | 27.04 | -- | -- | -- |
| 2026-07-20 | 27.07 | -- | -- | -- |
| 2026-07-17 | 27.11 | -- | -- | -- |
| 2026-07-16 | 27.12 | -- | -- | -- |
| 2026-07-15 | 27.13 | -- | -- | -- |
| 2026-07-14 | 27.07 | -- | -- | -- |
| 2026-07-13 | 27 | -- | -- | -- |
| 2026-07-10 | 27.09 | -- | -- | -- |
| 2026-07-09 | 27.12 | -- | -- | -- |
| 2026-07-08 | 27.1 | -- | -- | -- |
| 2026-07-07 | 27.15 | -- | -- | -- |
| 2026-07-02 | 27.17 | -- | -- | -- |