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The Gap GAP 22.41 -1.34 -5.64%

Previous-day view · Thu Nov 5 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

GAP / Comparative study

3 signals / 492 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.32
64.31
Mean
32.2
Window
-5.8%
ATM IV z 0.93
0.61
Mean
0.5
Window
-7.2%
IV Percentile z 1.06
80.97
Mean
48.61
Window
-9.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.99 0.96
ATM IV 0.99 1.00 0.96
IV Percent... 0.96 0.96 1.00
Source observations

Data inspector

1-50 of 492
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 22.41 64.31 0.61 80.97
2026-11-04 23.75 53.18 0.6 76.95
2026-11-03 21.99 49.42 0.58 71.48
2026-11-02 22.22 63.82 0.66 86.67
2026-10-30 22.32 71.51 0.7 92.94
2026-10-29 22.89 43.71 0.55 67.72
2026-10-28 22 48.34 0.58 71.15
2026-10-27 21.7 41.46 0.54 67.19
2026-10-26 22.26 35.9 0.51 65.48
2026-10-23 22.32 37.28 0.52 65.22
2026-10-22 22.91 38.5 0.52 65.61
2026-10-21 22.69 31.83 0.49 61.26
2026-10-20 23.47 33.81 0.5 62.06
2026-10-19 23.54 32.6 0.49 61.51
2026-10-15 23.46 34.45 0.5 61.81
2026-10-14 22.67 27.95 0.47 55.12
2026-10-13 22.83 30.69 0.48 59.06
2026-10-12 22.78 25.28 0.45 50.99
2026-10-09 23.23 17.62 0.41 31.1
2026-10-08 23.36 21.14 0.43 38.58
2026-10-07 23.61 23.68 0.44 44.09
2026-10-06 23.79 24.56 0.45 48.03
2026-10-05 23.3 11.95 0.38 16.6
2026-10-02 22.51 9.07 0.37 8.27
2026-10-01 22.73 16.46 0.41 29.13
2026-09-30 22.84 24.12 0.45 46.85
2026-09-29 23.54 5.49 0.35 3.94
2026-09-28 22.95 15.6 0.4 23.72
2026-09-25 21.82 2.04 0.33 1.18
2026-09-24 21.69 5.71 0.35 3.56
2026-09-23 21.28 7.09 0.36 4.74
2026-09-22 21.46 5.19 0.35 3.16
2026-09-21 21.25 6.18 0.35 3.57
2026-09-18 20.54 6.13 0.35 3.16
2026-09-17 20.87 4.93 0.34 2.37
2026-09-16 20.17 7.59 0.36 3.16
2026-09-15 20.43 9.14 0.37 5.93
2026-09-14 20.92 9.15 0.37 5.95
2026-09-11 21.51 1.8 0.33 0.79
2026-09-10 20.91 11.03 0.38 11.46
2026-09-09 21.36 10.91 0.38 11.07
2026-09-08 22.38 10.2 0.37 9.09
2026-09-04 22.43 9.08 0.37 5.53
2026-09-03 22.32 7.05 0.36 2.37
2026-09-02 22.06 9.23 0.37 6.32
2026-09-01 22 13.16 0.39 16.27
2026-08-31 22.31 9.76 0.37 7.57
2026-08-28 23.48 9.06 0.37 5.56
2026-08-27 20.79 85.08 0.77 99.6
2026-08-26 21.15 71.41 0.7 93.25