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First Trust Indxx Innovative Transaction LEGR 67.08 0.95 1.43%

LEGR Historical Options Analysis

Explore LEGR (First Trust Indxx Innovative Transaction) 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

LEGR / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.24
11.34
Mean
8.41
Window
+990.4%
ATM IV z -0.61
0.14
Mean
0.3
Window
-2.4%
IV Percentile z -0.94
11.57
Mean
37.59
Window
+222.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.98 0.69
ATM IV 0.98 1.00 0.66
IV Percent... 0.69 0.66 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 67.08 11.34 0.14 11.57
2026-09-18 66.14 0.07 0.11 1.65
2026-09-17 66.53 3.17 0.19 71.9
2026-09-16 65.66 2.84 0.18 65.29
2026-09-15 66.26 2.81 0.18 63.64
2026-09-14 66.8 2.74 0.18 62.5
2026-09-11 67.19 2.47 0.17 49.59
2026-09-10 66.47 2.66 0.18 60.33
2026-09-09 67 2.5 0.17 51.24
2026-09-08 67.33 2.91 0.18 62.81
2026-09-07 67.79 4.09 0.21 71.67
2026-09-04 67.79 1.99 0.16 33.88
2026-09-03 67.5 1.58 0.15 18.18
2026-09-02 66.8 2.5 0.17 49.59
2026-09-01 66.38 2.57 0.17 55
2026-08-31 66.96 2.96 0.18 60.5
2026-08-28 67 2.55 0.17 51.67
2026-08-27 66.95 2.13 0.16 39.17
2026-08-26 66.68 2.55 0.17 51.67
2026-08-25 66.8 1.77 0.15 23.33
2026-08-24 66.41 2.56 0.17 51.26
2026-08-21 66.71 2.03 0.16 34.17
2026-08-20 66.31 2.76 0.18 51.67
2026-08-19 66.4 2.81 0.18 51.67
2026-08-18 66.33 3.18 0.19 55.83
2026-08-17 66.96 2.6 0.18 50.42
2026-08-14 67.16 2.98 0.19 52.5
2026-08-13 67.06 3.76 0.21 56.67
2026-08-12 66.61 2.47 0.17 45.83
2026-08-11 66.32 3.07 0.19 52.5
2026-08-10 66.36 2.27 0.17 38.66
2026-08-07 66.51 2.64 0.18 48.33
2026-08-06 66.18 2.09 0.16 35
2026-08-05 66.49 2.51 0.17 45
2026-08-04 66.78 1.83 0.16 24.17
2026-08-03 65.86 0.02 0.11 0.84
2026-07-31 65.27 2.12 0.16 33.33
2026-07-30 65.2 0.55 0.12 1.67
2026-07-29 63.56 2.48 0.17 40.83
2026-07-28 64.11 1.27 0.14 3.33
2026-07-27 64.12 1.78 0.15 21.01
2026-07-24 63.57 2.27 0.17 32.5
2026-07-23 63.44 2.3 0.17 33.33
2026-07-22 64.42 1.39 0.14 5.83
2026-07-21 64.35 1.5 0.15 9.17
2026-07-20 63.49 2 0.16 26.89
2026-07-17 63.58 1.91 0.16 24.17
2026-07-16 63.86 1.87 0.16 20
2026-07-15 64.42 1.92 0.16 23.33
2026-07-14 64.31 1.74 0.15 18.33