Pre-market
⌘K
Sign in Sign up

FundStrat Granny Shots US Large GRNY 28.37 0.49 1.75%

GRNY Historical Options Analysis

Explore GRNY (FundStrat Granny Shots US Large) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 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

GRNY / Comparative study

3 signals / 457 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.95
0.68
Mean
15.01
Window
-97.9%
ATM IV z -0.53
0.17
Mean
0.27
Window
-76.3%
IV Percentile z -1.35
5.2
Mean
45.92
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.52 0.63
ATM IV 0.52 1.00 0.49
IV Percent... 0.63 0.49 1.00
Source observations

Data inspector

1-50 of 457
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 28.37 0.68 0.17 5.2
2026-09-18 27.88 0.19 0.16 0.8
2026-09-17 27.64 0.86 0.18 7.17
2026-09-16 27.18 2.3 0.23 45.02
2026-09-15 27.19 2.22 0.23 41.04
2026-09-14 27.4 2.71 0.24 56.8
2026-09-11 27.79 0.99 0.18 9.96
2026-09-10 27.53 2.08 0.22 38.25
2026-09-09 27.89 0.89 0.18 7.97
2026-09-08 28.19 0.89 0.18 7.97
2026-09-07 28.07 1.45 0.2 20.4
2026-09-04 28.12 1.23 0.19 15.14
2026-09-03 28.14 1.86 0.21 32.27
2026-09-02 27.5 1.66 0.21 26.29
2026-09-01 27.41 1.75 0.21 27.6
2026-08-31 27.83 0.93 0.18 8.03
2026-08-28 27.81 0.71 0.17 5.2
2026-08-27 28.08 0 0.15 0
2026-08-26 27.91 0.61 0.17 4
2026-08-25 27.82 0.8 0.18 5.6
2026-08-24 27.61 0.76 0.18 4.82
2026-08-21 27.8 0.25 0.16 1.6
2026-08-20 27.48 1.22 0.19 15.2
2026-08-19 27.67 0.5 0.17 2.4
2026-08-18 27.72 1.09 0.19 12.4
2026-08-17 27.99 1.13 0.19 13.25
2026-08-14 28.12 0.95 0.18 7.2
2026-08-13 28.21 1.01 0.19 9.6
2026-08-12 28.06 1.7 0.21 27.6
2026-08-11 27.98 1.3 0.2 17.6
2026-08-10 27.93 1.53 0.2 23.69
2026-08-07 27.84 1.12 0.19 13.2
2026-08-06 27.72 2.23 0.23 44
2026-08-05 27.85 1.76 0.21 30
2026-08-04 27.9 1.62 0.21 27.2
2026-08-03 27.39 1.95 0.22 34.94
2026-07-31 27.01 1.3 0.2 19.2
2026-07-30 26.81 2.3 0.23 45.6
2026-07-29 26.34 2.73 0.24 58.4
2026-07-28 26.93 1.78 0.21 31.6
2026-07-27 27.05 1.78 0.21 32.13
2026-07-24 27.1 1.66 0.21 29.6
2026-07-23 27.22 2.42 0.23 50
2026-07-22 27.49 1.42 0.2 24.4
2026-07-21 27.52 1.98 0.22 38
2026-07-20 27.21 1.6 0.21 29.72
2026-07-17 27.31 1.84 0.21 34.4
2026-07-16 27.58 1.71 0.21 32
2026-07-15 27.88 0.93 0.18 8
2026-07-14 27.82 2.82 0.25 60.4