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Immunovant IMVT 30.53 2.14 7.54%

Previous-day view · Fri Nov 6 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

IMVT / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.79
8.64
Mean
26.47
Window
-50.0%
ATM IV z -0.15
0.75
Mean
0.79
Window
+29.9%
IV Percentile z 0.26
59.51
Mean
52.19
Window
+265.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.83 0.74
ATM IV 0.83 1.00 0.75
IV Percent... 0.74 0.75 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 30.53 8.64 0.75 59.51
2026-11-05 28.39 8.79 0.76 63.16
2026-11-04 29.9 9.4 0.78 71.48
2026-11-03 29.04 8.8 0.76 63.67
2026-11-02 28.41 12.88 0.91 92.16
2026-10-30 29.17 10.41 0.82 80
2026-10-29 29.64 9.36 0.78 71.26
2026-10-28 29.42 9.62 0.79 72.73
2026-10-27 28.88 13.53 0.93 93.68
2026-10-26 28.17 12.81 0.9 91.67
2026-10-23 28.41 12.82 0.9 91.7
2026-10-22 29.1 11.61 0.86 86.17
2026-10-21 28.38 9.32 0.78 71.94
2026-10-20 28.59 9.94 0.8 77.08
2026-10-19 27.62 12.67 0.9 91.67
2026-10-15 27.51 6.4 0.67 32.02
2026-10-14 27.9 9.54 0.78 74.31
2026-10-13 28.71 9.14 0.77 68.38
2026-10-12 29.48 8.43 0.74 60.32
2026-10-09 30.47 8.69 0.75 63.64
2026-10-08 30.26 7.85 0.72 52.57
2026-10-07 32.04 7.68 0.72 48.62
2026-10-06 32.11 8.79 0.76 65.22
2026-10-05 33.25 8.17 0.74 57.54
2026-10-02 33.62 7.7 0.72 49.8
2026-10-01 33.65 4.69 0.61 16.21
2026-09-30 33.78 4.67 0.61 16.21
2026-09-29 33.46 5.5 0.64 24.9
2026-09-28 33.49 5.23 0.63 21.83
2026-09-25 33.3 7.39 0.71 47.04
2026-09-24 34 4.38 0.6 14.68
2026-09-23 34.54 8.07 0.73 56.75
2026-09-22 37.29 4.35 0.6 13.49
2026-09-21 37.18 6.3 0.67 33.47
2026-09-18 36.95 7.23 0.7 45.63
2026-09-17 37.65 8.2 0.74 57.94
2026-09-16 36.38 9.98 0.8 77.78
2026-09-15 36.65 6.21 0.66 34.13
2026-09-14 37.66 7.11 0.7 43.82
2026-09-11 37.36 6.12 0.66 32.94
2026-09-10 38.1 8.7 0.75 64.29
2026-09-09 38.75 9.48 0.78 74.21
2026-09-08 39.57 9.68 0.79 75.79
2026-09-04 39.25 7.29 0.7 48.81
2026-09-03 39.12 7.45 0.71 50.79
2026-09-02 39.49 8.08 0.73 59.13
2026-09-01 39.9 6.61 0.68 42.23
2026-08-31 40.82 8 0.73 58
2026-08-28 41.2 6.98 0.69 46.61
2026-08-27 43.82 6.52 0.68 41.04