Goldman Sachs ActiveBeta Emerging Markets GEM 51.0 -0.18 -0.35%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
GEM / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.05
16.06
Mean
15.07
Window
+26.0%
ATM IV
z -0.38
0.26
Mean
0.49
Window
-65.3%
IV Percentile
z -0.39
43.5
Mean
56.24
Window
-38.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.65 | 0.61 |
| ATM IV | 0.65 | 1.00 | 0.47 |
| IV Percent... | 0.61 | 0.47 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 51 | 16.06 | 0.26 | 43.5 |
| 2026-09-10 | 51.18 | 17.53 | 0.27 | 50.45 |
| 2026-09-09 | 52.28 | 16.73 | 0.26 | 46.15 |
| 2026-09-08 | 52.53 | 22.8 | 0.32 | 63.18 |
| 2026-09-07 | 52.54 | 8.53 | 0.18 | 19.18 |
| 2026-09-04 | 52.43 | 7.65 | 0.17 | 16.06 |
| 2026-09-03 | 51.57 | 9.24 | 0.19 | 22.12 |
| 2026-09-02 | 51.28 | 13.84 | 0.24 | 34.72 |
| 2026-09-01 | 51.05 | 15.12 | 0.25 | 40 |
| 2026-08-31 | 51.22 | 16.54 | 0.26 | 44.39 |
| 2026-08-28 | 51.33 | 15.97 | 0.26 | 42.72 |
| 2026-08-27 | 51.53 | 14.12 | 0.24 | 35.85 |
| 2026-08-26 | 51.26 | 17.42 | 0.27 | 48.34 |
| 2026-08-25 | 51.3 | 14.68 | 0.24 | 37.14 |
| 2026-08-24 | 50.52 | 15.83 | 0.25 | 41.63 |
| 2026-08-21 | 51.19 | 17.3 | 0.27 | 47.12 |
| 2026-08-20 | 50.83 | 100 | 1.08 | 100 |
| 2026-08-19 | 50.51 | 93.6 | 0.88 | 99.51 |
| 2026-08-18 | 49.99 | 90.15 | 0.85 | 99.51 |
| 2026-08-17 | 51.46 | 36.97 | 0.41 | 88.73 |
| 2026-08-14 | 51 | 36.59 | 0.4 | 88.18 |
| 2026-08-13 | 51.01 | 33.22 | 0.38 | 78.71 |
| 2026-08-12 | 50.9 | 32.52 | 0.37 | 76.62 |
| 2026-08-11 | 50.11 | 42.84 | 0.46 | 96.5 |
| 2026-08-10 | 49.93 | 43.36 | 0.46 | 96.98 |
| 2026-08-07 | 50.3 | 31.74 | 0.36 | 74.75 |
| 2026-08-06 | 49.73 | 34.55 | 0.39 | 83.76 |
| 2026-08-05 | 50.25 | 29.61 | 0.35 | 71.94 |
| 2026-08-04 | 50.44 | 25.04 | 0.31 | 62.05 |
| 2026-08-03 | 49.26 | 20.05 | 0.27 | 49.48 |
| 2026-07-31 | 49.03 | 19.55 | 0.26 | 47.15 |
| 2026-07-30 | 48.68 | 22.39 | 0.29 | 55.73 |
| 2026-07-29 | 46.87 | 50.7 | 0.52 | 97.91 |
| 2026-07-28 | 47.67 | 40.94 | 0.44 | 95.79 |
| 2026-07-27 | 48.72 | 36.46 | 0.4 | 89.42 |
| 2026-07-24 | 48.37 | 38.48 | 0.42 | 94.68 |
| 2026-07-23 | 49.35 | 31.92 | 0.37 | 76.47 |
| 2026-07-22 | 49.64 | 30.54 | 0.35 | 74.73 |
| 2026-07-21 | 49.96 | 28.91 | 0.34 | 70.81 |
| 2026-07-20 | 48.53 | 37.23 | 0.41 | 91.3 |
| 2026-07-17 | 48.32 | 35.44 | 0.39 | 88.59 |
| 2026-07-16 | 49.03 | 31.84 | 0.4 | 89.67 |
| 2026-07-15 | 49.82 | 25.29 | 0.34 | 72.83 |
| 2026-07-14 | 50.05 | 24.29 | 0.33 | 69.57 |
| 2026-07-13 | 49.27 | 28.01 | 0.37 | 78.14 |
| 2026-07-10 | 51.04 | 24.03 | 0.33 | 69.57 |
| 2026-07-09 | 50.97 | 24.92 | 0.34 | 71.74 |
| 2026-07-08 | 50.61 | 21.7 | 0.31 | 65.76 |
| 2026-07-07 | 50.2 | 26.36 | 0.35 | 74.46 |
| 2026-07-02 | 50.21 | 26.73 | 0.36 | 76.22 |