GCM Grosvenor Inc GCMG 12.93 0.25 1.97%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
GCMG / Comparative study
3 signals / 510 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.60
3.33
Mean
12.03
Window
-68.3%
ATM IV
z -0.65
0.3
Mean
0.75
Window
-69.9%
IV Percentile
z -1.56
5.81
Mean
47.63
Window
-90.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.73 | 0.69 |
| ATM IV | 0.73 | 1.00 | 0.69 |
| IV Percent... | 0.69 | 0.69 | 1.00 |
Source observations
Data inspector
1-50 of 510
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-17 | 12.93 | 3.33 | 0.3 | 5.81 |
| 2026-09-16 | 12.68 | 12.04 | 0.58 | 57.75 |
| 2026-09-15 | 12.76 | 6.43 | 0.4 | 24.42 |
| 2026-09-14 | 12.64 | 4.88 | 0.35 | 13.62 |
| 2026-09-11 | 12.84 | 9.81 | 0.51 | 45.74 |
| 2026-09-10 | 12.78 | 10.8 | 0.54 | 53.49 |
| 2026-09-09 | 12.9 | 6.74 | 0.41 | 26.36 |
| 2026-09-08 | 13.18 | 9 | 0.48 | 38.37 |
| 2026-09-07 | 13.27 | 13.05 | 0.61 | 63.42 |
| 2026-09-04 | 13.27 | 12.37 | 0.59 | 60.47 |
| 2026-09-03 | 13.35 | 8.87 | 0.48 | 37.21 |
| 2026-09-02 | 13.08 | 9.13 | 0.49 | 41.09 |
| 2026-09-01 | 13.3 | 3.17 | 0.29 | 8.95 |
| 2026-08-31 | 13.79 | 5.12 | 0.36 | 17.97 |
| 2026-08-28 | 13.72 | 5.16 | 0.36 | 17.9 |
| 2026-08-27 | 13.68 | 13.39 | 0.62 | 65.37 |
| 2026-08-26 | 13.56 | 74.7 | 2.6 | 99.61 |
| 2026-08-25 | 13.52 | 3.5 | 0.31 | 10.12 |
| 2026-08-24 | 13.65 | 8.47 | 0.46 | 33.2 |
| 2026-08-21 | 13.73 | 72.8 | 2.53 | 99.22 |
| 2026-08-20 | 13.47 | 15.76 | 0.7 | 72.76 |
| 2026-08-19 | 13.78 | 55.89 | 1.99 | 97.67 |
| 2026-08-18 | 13.66 | 7.24 | 0.43 | 29.18 |
| 2026-08-17 | 13.7 | 12.05 | 0.58 | 58.2 |
| 2026-08-14 | 13.86 | 5.6 | 0.37 | 20.23 |
| 2026-08-13 | 14.05 | 12.08 | 0.58 | 57.98 |
| 2026-08-12 | 13.92 | 16.05 | 0.71 | 73.54 |
| 2026-08-11 | 13.98 | 12.17 | 0.58 | 59.53 |
| 2026-08-10 | 13.82 | 12.7 | 0.6 | 61.72 |
| 2026-08-07 | 13.58 | 20.88 | 0.86 | 84.44 |
| 2026-08-06 | 13.48 | 20.48 | 0.85 | 83.66 |
| 2026-08-05 | 13.43 | 19.16 | 0.81 | 80.93 |
| 2026-08-04 | 13.52 | 18.81 | 0.8 | 80.16 |
| 2026-08-03 | 13.17 | 20.47 | 0.85 | 82.81 |
| 2026-07-31 | 12.48 | 12.88 | 0.61 | 62.65 |
| 2026-07-30 | 12.43 | 11.14 | 0.55 | 54.09 |
| 2026-07-29 | 12.2 | 16.01 | 0.71 | 71.98 |
| 2026-07-28 | 12.34 | 13.87 | 0.64 | 65.37 |
| 2026-07-27 | 12.52 | 12.13 | 0.58 | 58.98 |
| 2026-07-24 | 12.2 | 11.83 | 0.57 | 57.59 |
| 2026-07-23 | 11.79 | 17.19 | 0.75 | 75.49 |
| 2026-07-22 | 11.99 | 15.56 | 0.69 | 70.04 |
| 2026-07-21 | 12.68 | 10.38 | 0.53 | 52.53 |
| 2026-07-20 | 12.8 | 10.77 | 0.54 | 54.3 |
| 2026-07-17 | 12.9 | 11.28 | 0.56 | 54.86 |
| 2026-07-16 | 13.5 | 11.49 | 0.56 | 56.42 |
| 2026-07-15 | 13.73 | 9.09 | 0.48 | 40.86 |
| 2026-07-14 | 13.81 | 6.03 | 0.39 | 22.96 |
| 2026-07-13 | 13.6 | 7.17 | 0.42 | 30.08 |
| 2026-07-10 | 13.68 | 6.18 | 0.39 | 23.74 |