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loanDepot LDI 0.72 0.02 2.34%

Previous-day view · Thu Sep 17 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

LDI / Comparative study

3 signals / 510 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.70
32.25
Mean
18.56
Window
+132.2%
ATM IV z 0.18
1.96
Mean
1.77
Window
+8.1%
IV Percentile z 0.47
74.9
Mean
62.38
Window
-13.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.87 0.68
ATM IV 0.87 1.00 0.66
IV Percent... 0.68 0.66 1.00
Source observations

Data inspector

1-50 of 510
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
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
2026-09-07 0.94 21.02 1.55 46.12
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
2026-08-31 0.94 25.37 1.71 56.81
2026-08-28 0.96 46.65 2.48 90.31
2026-08-27 0.97 44.65 2.41 88.37
2026-08-26 0.88 57.13 2.87 95.35
2026-08-25 0.92 51.67 2.66 93.02
2026-08-24 0.89 53.58 2.73 93.77
2026-08-21 0.89 52.36 2.69 93.8
2026-08-20 0.87 50.06 2.6 92.64
2026-08-19 0.88 50.4 2.62 93.02
2026-08-18 0.86 45.92 2.45 92.25
2026-08-17 0.87 44.59 2.4 91.05
2026-08-14 0.9 40.77 2.26 88.76
2026-08-13 0.95 37.4 2.14 84.88
2026-08-12 0.88 42.22 2.32 89.92
2026-08-11 0.85 42.39 2.32 90.31
2026-08-10 0.88 39.98 2.23 89.11
2026-08-07 0.95 30.78 1.89 76.36
2026-08-06 0.94 30.96 1.9 77.13
2026-08-05 1.04 25.35 1.69 62.79
2026-08-04 1.05 24.49 1.66 61.63
2026-08-03 1.08 67.3 3.24 98.83
2026-07-31 0.98 70.63 3.36 99.61
2026-07-30 1 67.89 3.26 99.61
2026-07-29 1.01 66.18 3.2 99.61
2026-07-28 1.03 61.91 3.04 98.45
2026-07-27 1 54.53 2.77 96.11
2026-07-24 1.01 49.16 2.57 95.35
2026-07-23 0.97 51.11 2.64 96.12
2026-07-22 1.03 65.86 3.19 99.61
2026-07-21 1.05 64.42 3.13 99.61
2026-07-20 1.07 63.63 3.1 99.61
2026-07-17 1.09 56.87 2.86 98.45
2026-07-16 1.12 38.79 2.19 93.41
2026-07-15 1.12 38.41 2.18 93.02
2026-07-14 1.12 38.31 2.17 93.02
2026-07-13 1.08 39.96 2.23 93.77
2026-07-10 1.12 61.53 3.03 99.61