First Trust Small Cap Core FYX 138.5 0.89 0.65%
FYX Historical Options Analysis
Explore FYX (First Trust Small Cap Core) 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
FYX / Comparative study
3 signals / 499 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.42
9.63
Mean
20.26
Window
+271.8%
ATM IV
z -0.60
0.16
Mean
0.35
Window
-28.3%
IV Percentile
z -1.30
16.94
Mean
59.21
Window
-49.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.70 | 0.61 |
| ATM IV | 0.70 | 1.00 | 0.61 |
| IV Percent... | 0.61 | 0.61 | 1.00 |
Source observations
Data inspector
1-50 of 499
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 138.5 | 9.63 | 0.16 | 16.94 |
| 2026-09-18 | 137.61 | 9.88 | 0.16 | 19.78 |
| 2026-09-17 | 138.72 | 10.4 | 0.17 | 25.97 |
| 2026-09-16 | 138.4 | 9.96 | 0.16 | 21.11 |
| 2026-09-15 | 139.05 | 10.07 | 0.16 | 23.46 |
| 2026-09-14 | 139.4 | 10.4 | 0.17 | 25.28 |
| 2026-09-11 | 139.61 | 10.84 | 0.18 | 28.81 |
| 2026-09-10 | 138.71 | 10.55 | 0.17 | 27.27 |
| 2026-09-09 | 140.1 | 10.54 | 0.17 | 26.86 |
| 2026-09-08 | 141.17 | 10.43 | 0.17 | 25.86 |
| 2026-09-07 | 142.48 | 9.97 | 0.16 | 21.97 |
| 2026-09-04 | 142.48 | 8.71 | 0.14 | 10.47 |
| 2026-09-03 | 142 | 9.5 | 0.15 | 16.37 |
| 2026-09-02 | 141.62 | 9.14 | 0.15 | 12.35 |
| 2026-09-01 | 140.13 | 10.38 | 0.17 | 23.67 |
| 2026-08-31 | 141.74 | 9.43 | 0.15 | 14.29 |
| 2026-08-28 | 142.45 | 11.02 | 0.18 | 27.54 |
| 2026-08-27 | 143.62 | 9.82 | 0.16 | 18.07 |
| 2026-08-26 | 143.18 | 10.26 | 0.17 | 22.42 |
| 2026-08-25 | 143.22 | 13.38 | 0.22 | 51.22 |
| 2026-08-24 | 142.9 | 13.06 | 0.21 | 48.47 |
| 2026-08-21 | 143.78 | 11.8 | 0.19 | 36.42 |
| 2026-08-20 | 142.84 | 100 | 1.62 | 100 |
| 2026-08-19 | 144.27 | 100 | 1.55 | 100 |
| 2026-08-18 | 143.94 | 81.48 | 1.26 | 99.37 |
| 2026-08-17 | 145.22 | 57.11 | 0.88 | 97.47 |
| 2026-08-14 | 146.11 | -- | -- | -- |
| 2026-08-13 | 145.8 | -- | -- | -- |
| 2026-08-12 | 144.74 | -- | -- | -- |
| 2026-08-11 | 144.25 | -- | -- | -- |
| 2026-08-10 | 144.05 | 47.31 | 0.73 | 96.18 |
| 2026-08-07 | 145.02 | -- | -- | -- |
| 2026-08-06 | 144.2 | 52.91 | 0.82 | 97.44 |
| 2026-08-05 | 145.7 | 31.27 | 0.48 | 95.48 |
| 2026-08-04 | 146.67 | 0 | 0.00111 | 0 |
| 2026-08-03 | 144.27 | 28.49 | 0.44 | 94.12 |
| 2026-07-31 | 141.84 | 23.39 | 0.36 | 91.45 |
| 2026-07-30 | 142.67 | 0 | 0.00125 | 0 |
| 2026-07-29 | 141.87 | 26.95 | 0.42 | 94 |
| 2026-07-28 | 143.39 | 0 | 0.00130 | 0 |
| 2026-07-27 | 142.11 | 23.38 | 0.36 | 92.57 |
| 2026-07-24 | 141.32 | 24.08 | 0.37 | 93.2 |
| 2026-07-23 | 140.59 | 18.66 | 0.29 | 91.78 |
| 2026-07-22 | 142.36 | 22.64 | 0.35 | 93.1 |
| 2026-07-21 | 143.18 | -- | -- | -- |
| 2026-07-20 | 141.7 | -- | -- | -- |
| 2026-07-17 | 142.74 | 12.78 | 0.2 | 40.97 |
| 2026-07-16 | 143.55 | 26.49 | 0.41 | 93.71 |
| 2026-07-15 | 142.03 | 0 | 0.00161 | 0 |
| 2026-07-14 | 141.14 | 14.88 | 0.23 | 66.67 |