First Trust S&P REIT Index FRI 30.55 0.27 0.89%
FRI Historical Options Analysis
Explore FRI (First Trust S&P REIT Index) 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
FRI / Comparative study
3 signals / 507 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z --
--
Mean
14.08
Window
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ATM IV
z --
--
Mean
0.62
Window
--
IV Percentile
z --
--
Mean
53.8
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.74 | 0.66 |
| ATM IV | 0.74 | 1.00 | 0.74 |
| IV Percent... | 0.66 | 0.74 | 1.00 |
Source observations
Data inspector
1-50 of 507
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 30.55 | -- | -- | -- |
| 2026-09-18 | 30.28 | -- | -- | -- |
| 2026-09-17 | 30.56 | -- | -- | -- |
| 2026-09-16 | 30.48 | -- | -- | -- |
| 2026-09-15 | 30.63 | 100 | 0.61 | 100 |
| 2026-09-14 | 30.74 | -- | -- | -- |
| 2026-09-11 | 30.86 | 58.19 | 0.36 | 78.95 |
| 2026-09-10 | 30.76 | -- | -- | -- |
| 2026-09-09 | 30.95 | -- | -- | -- |
| 2026-09-08 | 31.24 | -- | -- | -- |
| 2026-09-07 | 31.24 | -- | -- | -- |
| 2026-09-04 | 31.24 | -- | -- | -- |
| 2026-09-03 | 31.43 | 26.37 | 0.21 | 43.24 |
| 2026-09-02 | 31.27 | 19.77 | 0.18 | 38.89 |
| 2026-09-01 | 31.41 | -- | -- | -- |
| 2026-08-31 | 31.39 | 26.84 | 0.22 | 42.86 |
| 2026-08-28 | 31.63 | -- | -- | -- |
| 2026-08-27 | 31.85 | -- | -- | -- |
| 2026-08-26 | 32.11 | 0 | 0.1 | 0 |
| 2026-08-25 | 32.26 | 8.98 | 0.15 | 30.3 |
| 2026-08-24 | 32.24 | 6.19 | 0.14 | 21.88 |
| 2026-08-21 | 32.06 | 0.77 | 0.11 | 3.23 |
| 2026-08-20 | 32.06 | 100 | 0.54 | 100 |
| 2026-08-19 | 32.03 | 8.94 | 0.15 | 24.14 |
| 2026-08-18 | 31.83 | 35.49 | 0.25 | 39.29 |
| 2026-08-17 | 31.92 | 5.6 | 0.13 | 14.81 |
| 2026-08-14 | 32.14 | 0 | 0.11 | 0 |
| 2026-08-13 | 32.08 | 0.09 | 0.12 | 7.41 |
| 2026-08-12 | 31.75 | 0.03 | 0.12 | 3.7 |
| 2026-08-11 | 31.42 | -- | -- | -- |
| 2026-08-10 | 31.72 | 0.37 | 0.13 | 3.7 |
| 2026-08-07 | 32.15 | 1.38 | 0.17 | 7.14 |
| 2026-08-06 | 32.03 | 0 | 0.12 | 0 |
| 2026-08-05 | 32.37 | 0.84 | 0.18 | 3.57 |
| 2026-08-04 | 32.18 | 0 | 0.14 | 0 |
| 2026-08-03 | 32.4 | 0 | 0.19 | 0 |
| 2026-07-31 | 32.38 | 0 | 0.25 | 0 |
| 2026-07-30 | 32.55 | -- | -- | -- |
| 2026-07-29 | 32.97 | -- | -- | -- |
| 2026-07-28 | 33.17 | -- | -- | -- |
| 2026-07-27 | 33.18 | -- | -- | -- |
| 2026-07-24 | 33.34 | -- | -- | -- |
| 2026-07-23 | 32.6 | -- | -- | -- |
| 2026-07-22 | 32.64 | -- | -- | -- |
| 2026-07-21 | 32.88 | -- | -- | -- |
| 2026-07-20 | 32.73 | -- | -- | -- |
| 2026-07-17 | 32.86 | -- | -- | -- |
| 2026-07-16 | 32.8 | -- | -- | -- |
| 2026-07-15 | 32.01 | -- | -- | -- |
| 2026-07-14 | 32.04 | -- | -- | -- |