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loanDepot LDI 0.47 -0.01 -1.65%

Previous-day view · Wed Nov 11 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

LDI / Comparative study

3 signals / 496 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 3.16
87.81
Mean
21.36
Window
+1293.8%
ATM IV z 1.65
3.69
Mean
1.88
Window
+283.0%
IV Percentile z 1.27
99.6
Mean
64.65
Window
+136.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.88 0.74
ATM IV 0.88 1.00 0.69
IV Percent... 0.74 0.69 1.00
Source observations

Data inspector

1-50 of 496
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-11 0.47 87.81 3.69 99.6
2026-11-10 0.48 84.55 3.58 99.6
2026-11-09 0.53 77.27 3.34 99.19
2026-11-06 0.64 64.65 2.92 93.12
2026-11-05 0.63 64.37 2.91 92.71
2026-11-04 0.68 51.11 2.65 86.72
2026-11-03 0.59 58.26 2.92 92.97
2026-11-02 0.61 37.14 2.14 70.59
2026-10-30 0.58 52.6 2.71 89.11
2026-10-29 0.6 57.27 2.88 92.61
2026-10-28 0.62 52.33 2.7 89.49
2026-10-27 0.66 50.56 2.63 87.94
2026-10-26 0.58 48.71 2.57 85.55
2026-10-23 0.61 51.3 2.66 88.72
2026-10-22 0.57 44.25 2.4 81.71
2026-10-21 0.53 52.83 2.72 89.88
2026-10-20 0.54 49.78 2.6 87.55
2026-10-19 0.52 59.11 2.95 93.77
2026-10-15 0.57 48.92 2.57 88.08
2026-10-14 0.5 57.98 2.9 93.46
2026-10-13 0.56 46.35 2.48 86.92
2026-10-12 0.58 41.74 2.31 82.24
2026-10-09 0.56 41.68 2.31 82.31
2026-10-08 0.62 33.91 2.02 71.92
2026-10-07 0.62 33.28 2 71.54
2026-10-06 0.62 40.51 2.27 81.54
2026-10-05 0.61 90.27 4.09 99.61
2026-10-02 0.64 68.51 3.29 98.85
2026-10-01 0.61 65.64 3.19 97.31
2026-09-30 0.59 69.2 3.32 99.23
2026-09-29 0.61 64.86 3.16 97.69
2026-09-28 0.61 52.91 2.72 93.05
2026-09-25 0.67 48.23 2.55 90.38
2026-09-24 0.66 47.28 2.51 90.35
2026-09-23 0.67 42.14 2.32 86.49
2026-09-22 0.73 35.02 2.06 76.83
2026-09-21 0.71 35.55 2.08 77.52
2026-09-18 0.7 35.76 2.09 77.99
2026-09-17 0.72 32.25 1.96 74.9
2026-09-16 0.7 35.41 2.08 77.99
2026-09-15 0.73 31.13 1.92 71.81
2026-09-14 0.83 15.22 1.34 34.5
2026-09-11 0.84 14.26 1.3 28.96
2026-09-10 0.83 10.74 1.17 15.83
2026-09-09 0.78 27.24 1.78 59.07
2026-09-08 0.83 34.82 2.06 77.99
2026-09-04 0.94 28.45 1.82 64.09
2026-09-03 0.94 23.84 1.65 52.51
2026-09-02 0.9 31.98 1.95 73.75
2026-09-01 0.89 31.5 1.93 73.26