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iShares MSCI Intl Momentum Factor IMTM 53.55 0.55 1.04%

IMTM Historical Options Analysis

Explore IMTM (iShares MSCI Intl Momentum Factor) 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

IMTM / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.14
12.13
Mean
10.29
Window
+687.7%
ATM IV z -0.32
0.26
Mean
0.35
Window
-7.7%
IV Percentile z 0.54
56.85
Mean
41.39
Window
+726.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.73 0.70
ATM IV 0.73 1.00 0.78
IV Percent... 0.70 0.78 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 53.55 12.13 0.26 56.85
2026-09-18 53 9.88 0.23 49.8
2026-09-17 53.19 98.1 1.38 99.2
2026-09-16 52.69 81.73 1.17 98.39
2026-09-15 52.87 61.96 0.91 97.19
2026-09-14 52.91 51.72 0.78 96.77
2026-09-11 53.74 28.32 0.47 89.16
2026-09-10 53.28 30.95 0.51 91.97
2026-09-09 53.75 24.24 0.42 85.54
2026-09-08 54.17 18 0.34 74.7
2026-09-07 54.26 15.73 0.31 70.16
2026-09-04 54.26 13.4 0.28 62.25
2026-09-03 54.05 14.55 0.29 66.27
2026-09-02 53.49 18.59 0.35 75.9
2026-09-01 52.98 15.65 0.31 70.56
2026-08-31 53.26 13.86 0.28 64.37
2026-08-28 53.32 13.05 0.27 62.5
2026-08-27 53.72 12.91 0.27 62.1
2026-08-26 53.81 11.98 0.26 59.68
2026-08-25 54.13 9.26 0.23 50.4
2026-08-24 53.63 12.09 0.26 59.92
2026-08-21 53.95 8.92 0.22 49.6
2026-08-20 53.47 9.8 0.23 52.82
2026-08-19 53.65 8.64 0.22 47.98
2026-08-18 53.61 9.23 0.22 49.6
2026-08-17 54.64 3.36 0.15 11.74
2026-08-14 54.25 2.28 0.13 7.26
2026-08-13 54.25 2.05 0.13 5.65
2026-08-12 54.16 3.23 0.15 10.08
2026-08-11 53.64 3.71 0.15 13.31
2026-08-10 53.47 5.94 0.18 30.36
2026-08-07 53.56 4.98 0.17 23.39
2026-08-06 53.07 6.63 0.19 35.08
2026-08-05 53.15 7.28 0.2 38.71
2026-08-04 53 5.95 0.18 29.84
2026-08-03 52.29 8.44 0.21 43.72
2026-07-31 52.16 8.35 0.21 43.15
2026-07-30 52.27 8.31 0.21 42.34
2026-07-29 50.33 4.85 0.17 21.37
2026-07-28 50.99 6.77 0.19 34.68
2026-07-27 51.75 5.39 0.17 26.32
2026-07-24 52.17 5.32 0.17 25.4
2026-07-23 52.35 4.31 0.16 17.74
2026-07-22 52.77 5.08 0.17 22.98
2026-07-21 52.5 4.94 0.17 21.77
2026-07-20 51.23 5.1 0.17 22.67
2026-07-17 51.66 3.81 0.15 13.31
2026-07-16 51.95 75.98 1.09 97.98
2026-07-15 52.79 34.08 0.55 93.95
2026-07-14 52.56 29.93 0.49 87.5