Federal Realty Investment Trust FRT 112.58 -0.66 -0.58%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
FRT / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.03
55.09
Mean
37.06
Window
-33.0%
ATM IV
z 0.26
0.23
Mean
0.22
Window
-38.8%
IV Percentile
z 0.57
64.23
Mean
47.86
Window
-34.7%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.84 | 0.81 |
| ATM IV | 0.84 | 1.00 | 0.92 |
| IV Percent... | 0.81 | 0.92 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 112.58 | 55.09 | 0.23 | 64.23 |
| 2026-11-05 | 113.24 | 58.24 | 0.24 | 80.49 |
| 2026-11-04 | 114.63 | 51.22 | 0.22 | 47.84 |
| 2026-11-03 | 111.64 | 44.84 | 0.2 | 32.16 |
| 2026-11-02 | 111.37 | 48.32 | 0.21 | 42.13 |
| 2026-10-30 | 110.19 | 35.43 | 0.17 | 14.06 |
| 2026-10-29 | 111.44 | 52.16 | 0.22 | 49.22 |
| 2026-10-28 | 108.24 | 62.86 | 0.25 | 84.77 |
| 2026-10-27 | 109.67 | 45.71 | 0.2 | 33.59 |
| 2026-10-26 | 109.23 | 47.97 | 0.21 | 39.22 |
| 2026-10-23 | 108.72 | 59.85 | 0.24 | 81.25 |
| 2026-10-22 | 108.88 | 91.78 | 0.34 | 99.22 |
| 2026-10-21 | 105.77 | 54.73 | 0.23 | 59.38 |
| 2026-10-20 | 106.53 | 55.02 | 0.23 | 62.5 |
| 2026-10-19 | 104.77 | 54.54 | 0.23 | 59.77 |
| 2026-10-15 | 105.68 | 54.84 | 0.23 | 61.78 |
| 2026-10-14 | 104.94 | 48.32 | 0.21 | 40.93 |
| 2026-10-13 | 105.75 | 59.98 | 0.24 | 82.24 |
| 2026-10-12 | 106.42 | 54.4 | 0.23 | 60.08 |
| 2026-10-09 | 106.16 | 38.61 | 0.18 | 18.92 |
| 2026-10-08 | 105.46 | 45.73 | 0.2 | 33.59 |
| 2026-10-07 | 105.11 | 44.54 | 0.2 | 30.89 |
| 2026-10-06 | 106.2 | 48.21 | 0.21 | 40.15 |
| 2026-10-05 | 105.97 | 49.35 | 0.21 | 43.8 |
| 2026-10-02 | 106.69 | 43.29 | 0.2 | 27.8 |
| 2026-10-01 | 108.03 | 40.12 | 0.19 | 20.85 |
| 2026-09-30 | 108.29 | 31.89 | 0.16 | 11.2 |
| 2026-09-29 | 109.39 | 29.44 | 0.16 | 7.72 |
| 2026-09-28 | 109.83 | 22.41 | 0.14 | 3.88 |
| 2026-09-25 | 110.52 | 11.46 | 0.1 | 1.16 |
| 2026-09-24 | 110.35 | 11.32 | 0.1 | 0.78 |
| 2026-09-23 | 109.39 | 40.35 | 0.19 | 21.32 |
| 2026-09-22 | 110.46 | 30.74 | 0.16 | 10.08 |
| 2026-09-21 | 110.63 | 91.5 | 0.34 | 99.22 |
| 2026-09-18 | 110.91 | 29.69 | 0.16 | 8.91 |
| 2026-09-17 | 111.76 | 43.55 | 0.2 | 27.91 |
| 2026-09-16 | 112.42 | 51.83 | 0.22 | 48.84 |
| 2026-09-15 | 113.93 | 52.29 | 0.22 | 50.39 |
| 2026-09-14 | 114.53 | 44.86 | 0.2 | 32.3 |
| 2026-09-11 | 114.36 | 43.02 | 0.2 | 27.91 |
| 2026-09-10 | 114.84 | 55.98 | 0.23 | 64.73 |
| 2026-09-09 | 115.16 | 42.77 | 0.19 | 27.13 |
| 2026-09-08 | 117.25 | 30.54 | 0.16 | 9.69 |
| 2026-09-04 | 117.09 | 36.05 | 0.18 | 15.5 |
| 2026-09-03 | 117.16 | 42.46 | 0.19 | 26.74 |
| 2026-09-02 | 117.94 | 33.54 | 0.17 | 12.79 |
| 2026-09-01 | 117.03 | 24.69 | 0.14 | 4.28 |
| 2026-08-31 | 116.03 | 47.51 | 0.21 | 38.67 |
| 2026-08-28 | 116.75 | 46.52 | 0.21 | 36.19 |
| 2026-08-27 | 116.92 | 39.73 | 0.19 | 21.01 |