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Macy's Inc M 24.19 -1.51 -5.88%

Previous-day view · Thu Nov 5 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

M / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.56
44.28
Mean
34.4
Window
+39.0%
ATM IV z 0.39
0.53
Mean
0.5
Window
-1.1%
IV Percentile z 0.51
66.26
Mean
51.81
Window
-6.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.83
ATM IV 0.89 1.00 0.97
IV Percent... 0.83 0.97 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 24.19 44.28 0.53 66.26
2026-11-04 25.7 45.36 0.5 54.12
2026-11-03 23.88 50.31 0.52 60.39
2026-11-02 24.33 45.09 0.5 53.94
2026-10-30 24.11 40.7 0.48 43.31
2026-10-29 24.72 36.3 0.46 28.46
2026-10-28 23.74 36.17 0.46 28.17
2026-10-27 23.86 38.43 0.47 31.75
2026-10-26 23.59 40.77 0.48 43.03
2026-10-23 24.1 43.04 0.49 50
2026-10-22 24.17 42.37 0.48 47.62
2026-10-21 23.43 35.85 0.45 27.38
2026-10-20 23.41 35.05 0.45 25.4
2026-10-19 23.6 34.45 0.45 22.71
2026-10-15 24.22 29.48 0.43 15.08
2026-10-14 22.68 31.04 0.43 18.25
2026-10-13 22.74 27.3 0.42 10.32
2026-10-12 22.99 29.01 0.42 13.94
2026-10-09 22.67 24.01 0.4 5.95
2026-10-08 22.79 24.53 0.4 5.95
2026-10-07 22.79 28.59 0.42 11.51
2026-10-06 22.46 25.4 0.41 6.75
2026-10-05 22.51 22.33 0.39 4.38
2026-10-02 22.73 29.59 0.43 13.49
2026-10-01 22.76 28.38 0.42 11.11
2026-09-30 22.77 26.9 0.41 9.13
2026-09-29 23.27 27.79 0.42 11.11
2026-09-28 23.01 28.68 0.42 12.35
2026-09-25 22.64 15.29 0.36 1.19
2026-09-24 22.31 17.18 0.37 1.59
2026-09-23 22.24 18.93 0.38 2.39
2026-09-22 22.78 20.1 0.38 2.79
2026-09-21 22.19 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
2026-09-04 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