iShares Russell 2000 ETF IWM 288.9 1.2 0.42% Regime: Macro Event (82%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
IWM / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.18
35.71
Mean
32.84
Window
+8.8%
ATM IV
z -0.91
0.19
Mean
0.23
Window
-15.5%
IV Percentile
z -1.19
17.05
Mean
52.37
Window
-80.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.74 | 0.65 |
| ATM IV | 0.74 | 1.00 | 0.84 |
| IV Percent... | 0.65 | 0.84 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 288.9 | 35.71 | 0.19 | 17.05 |
| 2026-09-10 | 287.7 | 43.56 | 0.21 | 43.8 |
| 2026-09-09 | 290.64 | 37.31 | 0.2 | 20.16 |
| 2026-09-08 | 294.67 | 30.8 | 0.18 | 10.08 |
| 2026-09-07 | 295.46 | 30.32 | 0.18 | 9.73 |
| 2026-09-04 | 296.01 | 27.08 | 0.17 | 5.81 |
| 2026-09-03 | 295.19 | 28.43 | 0.18 | 7.36 |
| 2026-09-02 | 294.01 | 31.83 | 0.18 | 9.3 |
| 2026-09-01 | 290.57 | 35.88 | 0.19 | 15.18 |
| 2026-08-31 | 293.93 | 28.92 | 0.18 | 7.81 |
| 2026-08-28 | 295.75 | 26.56 | 0.17 | 5.06 |
| 2026-08-27 | 299.81 | 24.93 | 0.17 | 3.5 |
| 2026-08-26 | 298.93 | 26.8 | 0.17 | 4.67 |
| 2026-08-25 | 299.23 | 28.08 | 0.17 | 5.06 |
| 2026-08-24 | 297.97 | 32.05 | 0.18 | 8.2 |
| 2026-08-21 | 299.96 | 28.02 | 0.17 | 4.67 |
| 2026-08-20 | 297.67 | 34.14 | 0.19 | 8.95 |
| 2026-08-19 | 301.72 | 26.08 | 0.17 | 3.89 |
| 2026-08-18 | 300.23 | 29.41 | 0.18 | 5.45 |
| 2026-08-17 | 304.06 | 25.5 | 0.17 | 3.52 |
| 2026-08-14 | 305.09 | 23.69 | 0.16 | 2.72 |
| 2026-08-13 | 303.5 | 24.92 | 0.17 | 2.72 |
| 2026-08-12 | 302.71 | 26.48 | 0.17 | 2.72 |
| 2026-08-11 | 300.99 | 32.02 | 0.18 | 5.06 |
| 2026-08-10 | 299.98 | 31.88 | 0.18 | 4.69 |
| 2026-08-07 | 301.56 | 29.55 | 0.18 | 3.89 |
| 2026-08-06 | 298.25 | 31.77 | 0.18 | 3.89 |
| 2026-08-05 | 299.77 | 32.35 | 0.19 | 3.89 |
| 2026-08-04 | 301.71 | 35.66 | 0.19 | 7.39 |
| 2026-08-03 | 296.22 | 32.89 | 0.19 | 3.91 |
| 2026-07-31 | 291.2 | 28.19 | 0.17 | 2.72 |
| 2026-07-30 | 292.59 | 36.13 | 0.2 | 7.39 |
| 2026-07-29 | 288.57 | 48.83 | 0.23 | 57.98 |
| 2026-07-28 | 293.37 | 43.29 | 0.21 | 32.3 |
| 2026-07-27 | 292.91 | 43.78 | 0.21 | 37.89 |
| 2026-07-24 | 291.17 | 44.3 | 0.22 | 40.47 |
| 2026-07-23 | 292.09 | 43.57 | 0.21 | 36.58 |
| 2026-07-22 | 293.79 | 38.91 | 0.2 | 11.28 |
| 2026-07-21 | 296.54 | 35.32 | 0.19 | 5.45 |
| 2026-07-20 | 292.31 | 41.49 | 0.21 | 20.31 |
| 2026-07-17 | 294.04 | 40.27 | 0.21 | 15.18 |
| 2026-07-16 | 295.59 | 36.87 | 0.2 | 7.78 |
| 2026-07-15 | 295.77 | 33.92 | 0.19 | 3.5 |
| 2026-07-14 | 294.51 | 36.19 | 0.2 | 6.61 |
| 2026-07-13 | 293.48 | 40.6 | 0.21 | 14.84 |
| 2026-07-10 | 295.99 | 35.3 | 0.19 | 4.67 |
| 2026-07-09 | 297.24 | 38.78 | 0.2 | 7.78 |
| 2026-07-08 | 293.48 | 43.66 | 0.21 | 33.85 |
| 2026-07-07 | 296.19 | 40.76 | 0.21 | 14.4 |
| 2026-07-02 | 297.58 | 40.03 | 0.21 | 12.4 |