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Groupon GRPN 15.58 -1.73 -9.99%

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

GRPN / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.32
25.85
Mean
32.49
Window
-54.9%
ATM IV z 0.16
0.89
Mean
0.85
Window
-19.6%
IV Percentile z -0.06
49.19
Mean
50.77
Window
-29.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.92 0.92
ATM IV 0.92 1.00 0.96
IV Percent... 0.92 0.96 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 15.58 25.85 0.89 49.19
2026-11-04 17.31 27.58 0.91 52.94
2026-11-03 15.5 23.26 0.86 45.49
2026-11-02 15.58 32.79 0.98 66.14
2026-10-30 15.75 35.86 1.02 71.88
2026-10-29 16.26 35.13 1.01 70.31
2026-10-28 16.42 31.31 0.96 58.2
2026-10-27 16.52 30.85 0.95 57.42
2026-10-26 16.65 27.71 0.91 52.55
2026-10-23 16.12 27.93 0.91 52.73
2026-10-22 16.24 29.23 0.93 54.3
2026-10-21 16.3 28.37 0.92 53.13
2026-10-20 16.78 30.87 0.95 55.86
2026-10-19 16.84 27.3 0.91 51.56
2026-10-15 18.43 26.33 0.89 50.97
2026-10-14 17.76 25.31 0.88 49.03
2026-10-13 18.47 24.77 0.87 47.88
2026-10-12 18.46 23.25 0.86 45.35
2026-10-09 18.63 24.73 0.87 46.72
2026-10-08 19.12 22.02 0.84 42.47
2026-10-07 18.43 23.45 0.86 44.79
2026-10-06 18.84 24.35 0.87 45.56
2026-10-05 19.71 22.61 0.85 44.57
2026-10-02 19.31 23.02 0.85 45.17
2026-10-01 19.53 20.25 0.82 41.7
2026-09-30 19.76 8.84 0.67 18.15
2026-09-29 19.99 10.44 0.69 23.94
2026-09-28 19.74 20.94 0.83 42.25
2026-09-25 21.3 10.69 0.7 25.1
2026-09-24 20.89 10.87 0.7 25.19
2026-09-23 20.04 10.03 0.69 24.03
2026-09-22 21.28 12.99 0.73 33.33
2026-09-21 22.05 14.47 0.74 35.8
2026-09-18 19.08 5.78 0.63 12.02
2026-09-17 18.81 10.25 0.69 25.19
2026-09-16 19.33 9.6 0.68 23.64
2026-09-15 18.75 12.9 0.72 33.33
2026-09-14 19.11 14.81 0.75 36.19
2026-09-11 18.73 7.81 0.66 20.54
2026-09-10 18.28 12.85 0.72 32.95
2026-09-09 18.3 11.79 0.71 30.23
2026-09-08 18.95 12.95 0.73 34.11
2026-09-04 18.87 11.37 0.71 29.84
2026-09-03 18.86 12.09 0.71 31.01
2026-09-02 18.83 14.13 0.72 32.17
2026-09-01 18.46 14.2 0.72 32.3
2026-08-31 19.18 12.37 0.69 28.91
2026-08-28 19.53 12.26 0.66 23.74
2026-08-27 19.47 14.96 0.69 29.57
2026-08-26 19.06 11.63 0.65 22.18