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Macy's Inc M 22.23 0.29 1.31%

M Historical Options Analysis

Explore M (Macy's Inc) 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

M / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.81
18.49
Mean
33.52
Window
+6063.3%
ATM IV z -1.48
0.38
Mean
0.5
Window
+5.7%
IV Percentile z -1.79
1.6
Mean
52.41
Window
+300.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.90 0.86
ATM IV 0.90 1.00 0.97
IV Percent... 0.86 0.97 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 22.23 18.49 0.38 1.6
2026-09-18 21.94 22.01 0.39 4.78
2026-09-17 21.64 24.61 0.4 7.97
2026-09-16 21.81 23.41 0.4 7.17
2026-09-15 22.08 23.43 0.4 7.57
2026-09-14 22.58 22.69 0.39 7.2
2026-09-11 22.08 15.65 0.36 1.2
2026-09-10 20.5 27.13 0.41 9.96
2026-09-09 21.51 54.27 0.54 68.13
2026-09-08 22.45 50.76 0.52 60.96
2026-09-07 23.03 54.7 0.54 68.8
2026-09-04 23.05 46.69 0.5 56.97
2026-09-03 22.47 46.05 0.5 56.18
2026-09-02 22.42 46.33 0.5 56.57
2026-09-01 21.93 39.47 0.47 36
2026-08-31 21.96 47.49 0.51 57.83
2026-08-28 22.01 58.87 0.56 73.2
2026-08-27 22.51 55.16 0.54 69.6
2026-08-26 22.82 67.11 0.59 80.8
2026-08-25 22.59 61.14 0.57 74.8
2026-08-24 23.18 54.81 0.54 68.67
2026-08-21 22.82 52.65 0.53 64.4
2026-08-20 22.58 57.24 0.55 69.2
2026-08-19 23.4 58.7 0.56 71.2
2026-08-18 23.23 50.37 0.52 60.4
2026-08-17 23.22 58.48 0.56 69.88
2026-08-14 23.41 54.4 0.54 67.2
2026-08-13 23.84 53.32 0.53 64.8
2026-08-12 23.79 52.61 0.53 63.6
2026-08-11 24.52 51.47 0.52 61.6
2026-08-10 24.9 51.55 0.52 61.85
2026-08-07 25.4 49.29 0.51 58.8
2026-08-06 25.13 53.11 0.53 62.8
2026-08-05 25.51 50.94 0.52 60
2026-08-04 26.21 53.36 0.53 62.4
2026-08-03 25.95 51.75 0.52 61.04
2026-07-31 24.82 43.51 0.49 52.8
2026-07-30 24.93 43.5 0.49 52.4
2026-07-29 24.76 42.24 0.48 48.4
2026-07-28 25.15 40.53 0.47 44
2026-07-27 24.96 48.71 0.51 57.83
2026-07-24 23.38 40.46 0.47 44.4
2026-07-23 23.33 44 0.49 52.4
2026-07-22 24.33 40.34 0.47 44.4
2026-07-21 23.8 41.2 0.48 45.6
2026-07-20 23.31 45.94 0.5 54.62
2026-07-17 23.68 37.96 0.46 34.8
2026-07-16 24.12 37.28 0.46 32.4
2026-07-15 23.76 40.24 0.47 44.4
2026-07-14 23.21 40.19 0.47 44