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The Gap GAP 21.5 0.59 2.82%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

GAP / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.26
1.8
Mean
36.47
Window
-96.5%
ATM IV z -1.43
0.33
Mean
0.5
Window
-26.8%
IV Percentile z -1.60
0.79
Mean
50.88
Window
-93.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.90 0.93
ATM IV 0.90 1.00 0.93
IV Percent... 0.93 0.93 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 21.5 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
2026-09-07 22.5 9.46 0.37 6.75
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
2026-08-25 20.15 63.96 0.66 87.3
2026-08-24 20.36 53.25 0.6 74.5
2026-08-21 19.8 53.05 0.6 73.81
2026-08-20 19.65 51.45 0.59 71.83
2026-08-19 20.1 46.02 0.56 65.87
2026-08-18 20.08 51.73 0.6 71.83
2026-08-17 20.18 47.73 0.57 67.33
2026-08-14 20.6 44.1 0.55 63.89
2026-08-13 20.39 46.3 0.57 65.48
2026-08-12 20.25 41.67 0.54 62.7
2026-08-11 20.96 51.83 0.6 71.43
2026-08-10 21.51 49.58 0.58 67.73
2026-08-07 20.47 38.3 0.52 61.11
2026-08-06 20.52 44.1 0.55 62.7
2026-08-05 20.57 47.28 0.57 65.08
2026-08-04 20.62 51.02 0.59 69.44
2026-08-03 20.49 52.35 0.6 71.31
2026-07-31 20.09 23.72 0.44 44.44
2026-07-30 20.38 17.87 0.41 30.95
2026-07-29 20.29 21.45 0.43 38.49
2026-07-28 20.21 20.34 0.43 35.32
2026-07-27 19.64 24.3 0.45 44.62
2026-07-24 19.01 17.38 0.41 30.56
2026-07-23 18.88 23.9 0.45 44.84
2026-07-22 19.65 22.66 0.44 42.06
2026-07-21 19.6 24.69 0.45 46.83
2026-07-20 19.88 18.44 0.42 33.07
2026-07-17 20.35 15.38 0.4 24.21
2026-07-16 20.5 15.79 0.4 25.79
2026-07-15 20.28 16.45 0.41 30.16
2026-07-14 20.13 17.76 0.41 32.94
2026-07-13 19.8 19.73 0.42 36.65
2026-07-10 19.46 11.6 0.38 12.3
2026-07-09 18.85 13.39 0.39 18.65
2026-07-08 18.35 12.69 0.39 16.67
2026-07-07 19.07 15.7 0.4 26.98
2026-07-02 19.25 25.28 0.45 47.83