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Groupon GRPN 18.73 0.45 2.46%

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

GRPN / Comparative study

3 signals / 509 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.20
7.81
Mean
34.33
Window
-38.5%
ATM IV z -0.91
0.66
Mean
0.87
Window
-6.6%
IV Percentile z -1.09
20.54
Mean
52
Window
-32.2%
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 0.95
IV Percent... 0.92 0.95 1.00
Source observations

Data inspector

1-50 of 509
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
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
2026-09-07 18.84 11.53 0.71 29.96
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
2026-08-25 19.59 15.65 0.7 30.74
2026-08-24 19.63 13.8 0.68 27.73
2026-08-21 19.59 16.04 0.71 31.52
2026-08-20 19.6 17.4 0.73 34.63
2026-08-19 20.35 16.69 0.72 33.07
2026-08-18 20.22 15.51 0.7 31.91
2026-08-17 20.3 19 0.75 36.33
2026-08-14 21.51 11.63 0.65 25.29
2026-08-13 21.98 21.47 0.78 40.47
2026-08-12 22.15 20.56 0.77 39.69
2026-08-11 21.87 20.46 0.77 39.69
2026-08-10 22.95 26.05 0.84 43.36
2026-08-07 25.03 22.28 0.79 41.25
2026-08-06 25.15 40 1.03 71.21
2026-08-05 27.29 45.85 1.11 81.71
2026-08-04 27.49 49.41 1.15 87.16
2026-08-03 27.65 59.5 1.29 95.7
2026-07-31 27.58 59.72 1.29 96.5
2026-07-30 27.89 58.11 1.27 95.72
2026-07-29 27.22 56.88 1.25 95.72
2026-07-28 28.1 53.81 1.21 93.39
2026-07-27 27.53 49.61 1.16 89.84
2026-07-24 25.81 50.42 1.17 90.66
2026-07-23 25.42 58.55 1.28 96.11
2026-07-22 27.92 51.61 1.18 92.22
2026-07-21 26.05 50.05 1.16 91.44
2026-07-20 27.95 53.01 1.2 93.36
2026-07-17 27.83 47.52 1.13 88.33
2026-07-16 28.58 46.81 1.12 86.77
2026-07-15 25.98 44.4 1.09 82.88
2026-07-14 25.6 48 1.14 89.11
2026-07-13 23.54 44.37 1.09 83.2
2026-07-10 26.05 49.31 1.15 90.66
2026-07-09 26.61 46.2 1.11 86.77
2026-07-08 25.53 48.66 1.14 90.66
2026-07-07 26.85 43.78 1.08 83.27
2026-07-02 25.58 39.81 1.03 74.81