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First Merchants Corp FRME 41.07 -0.13 -0.32%

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

FRME / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.47
4.13
Mean
11.54
Window
+92.1%
ATM IV z -0.76
0.25
Mean
0.75
Window
-39.0%
IV Percentile z -0.70
17.89
Mean
39.93
Window
+272.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.88 0.76
ATM IV 0.88 1.00 0.84
IV Percent... 0.76 0.84 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-11 41.07 4.13 0.25 17.89
2026-11-10 41.2 4.22 0.25 17.89
2026-11-09 41.43 5.33 0.28 26.12
2026-11-06 40.83 3.9 0.25 14.63
2026-11-05 41.06 1.85 0.2 2.44
2026-11-04 41.89 7.79 0.34 43.14
2026-11-03 41.04 2.75 0.22 4.71
2026-11-02 41.36 6.08 0.3 30.71
2026-10-30 40.59 1.11 0.18 1.57
2026-10-29 41.09 2.67 0.22 3.56
2026-10-28 40.66 2.6 0.21 3.17
2026-10-27 40.93 2.92 0.22 5.95
2026-10-26 41.09 3.78 0.24 11.16
2026-10-23 40.68 2 0.2 1.98
2026-10-22 40.83 2.74 0.22 2.78
2026-10-21 39.96 11.34 0.43 56.75
2026-10-20 40.11 12.04 0.45 59.52
2026-10-19 39.38 10.1 0.4 51
2026-10-15 39.48 100 2.63 100
2026-10-14 38.78 100 2.22 100
2026-10-13 39.06 99.69 2.2 99.6
2026-10-12 39.25 98.71 2.18 99.6
2026-10-09 39 94.39 2.09 99.6
2026-10-08 39.59 94.37 2.09 99.6
2026-10-07 39.29 92.64 2.06 99.6
2026-10-06 39.67 6.09 0.28 20.24
2026-10-05 39.77 5.89 0.27 19.12
2026-10-02 40.15 4.73 0.25 10.71
2026-10-01 39.58 6.94 0.29 24.6
2026-09-30 39.78 6.56 0.28 21.83
2026-09-29 40.08 5.74 0.27 17.06
2026-09-28 40.37 5.37 0.26 13.94
2026-09-25 40.71 4.45 0.24 8.33
2026-09-24 40.48 4.75 0.25 10.36
2026-09-23 40.03 4.46 0.24 8.37
2026-09-22 40.65 4.91 0.25 11.16
2026-09-21 40.9 4.43 0.24 8
2026-09-18 40.87 4.12 0.26 11.95
2026-09-17 40.9 65.05 1.9 98.41
2026-09-16 41.06 44.86 1.36 96.41
2026-09-15 41.73 31.58 1 85.26
2026-09-14 41.51 28.65 0.92 83.6
2026-09-11 41.11 21.93 0.74 78.09
2026-09-10 41.1 20.24 0.69 76.49
2026-09-09 40.72 20.33 0.7 76.89
2026-09-08 41.17 17.3 0.62 71.31
2026-09-04 42.06 8.82 0.39 46.22
2026-09-03 42.1 10.38 0.43 52.19
2026-09-02 41.67 11.09 0.45 54.18
2026-09-01 40.91 12.82 0.49 60.8