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Mereo BioPharma Group plc American MREO 0.29 -0.01 -3.04%

MREO Historical Options Analysis

Explore MREO (Mereo BioPharma Group plc American) 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

MREO / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.13
51.54
Mean
25.84
Window
+1245.7%
ATM IV z 2.14
7.46
Mean
2.87
Window
+657.7%
IV Percentile z 0.84
91.2
Mean
65.13
Window
+484.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.90 0.70
ATM IV 0.90 1.00 0.67
IV Percent... 0.70 0.67 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 0.29 51.54 7.46 91.2
2026-09-18 0.3 32.03 4.89 72.51
2026-09-17 0.29 41.43 6.13 81.67
2026-09-16 0.27 44.62 6.55 87.65
2026-09-15 0.28 45.21 6.62 88.05
2026-09-14 0.28 30.31 4.66 69.6
2026-09-11 0.28 41.5 6.13 82.87
2026-09-10 0.24 46.19 6.75 88.84
2026-09-09 0.24 42.16 6.22 84.06
2026-09-08 0.25 43.87 6.45 87.65
2026-09-07 0.26 14.19 2.54 22.8
2026-09-04 0.25 13.86 2.5 23.11
2026-09-03 0.27 31 4.75 73.31
2026-09-02 0.27 36.17 5.43 80.08
2026-09-01 0.28 36.37 5.46 80.4
2026-08-31 0.27 64.53 9.17 97.59
2026-08-28 0.25 61.62 8.78 96.4
2026-08-27 0.27 57.42 8.23 96
2026-08-26 0.28 55.31 7.95 95.6
2026-08-25 0.28 53.55 7.72 94.4
2026-08-24 0.29 51.86 7.5 93.98
2026-08-21 0.29 48.36 7.04 92.8
2026-08-20 0.29 46.58 6.8 92
2026-08-19 0.31 45.63 6.68 92
2026-08-18 0.31 44.19 6.49 91.6
2026-08-17 0.31 43.33 6.38 91.16
2026-08-14 0.32 40.3 5.98 87.6
2026-08-13 0.31 40.57 6.01 88
2026-08-12 0.3 40.78 6.04 88.4
2026-08-11 0.31 38.87 5.79 88
2026-08-10 0.27 41.88 6.18 88.76
2026-08-07 0.3 37.4 5.59 87.6
2026-08-06 0.31 37.76 5.64 88.4
2026-08-05 0.3 36.52 5.48 88
2026-08-04 0.32 34.73 5.24 86
2026-08-03 0.32 35.72 5.37 87.15
2026-07-31 0.34 30.46 4.68 81.6
2026-07-30 0.32 31.39 4.8 84
2026-07-29 0.31 32.14 4.9 85.2
2026-07-28 0.31 31.05 4.76 83.6
2026-07-27 0.3 30.69 4.71 83.53
2026-07-24 0.29 31.19 4.78 84.4
2026-07-23 0.29 30.04 4.63 82.8
2026-07-22 0.3 28.77 4.46 73.2
2026-07-21 0.31 27.69 4.32 72.8
2026-07-20 0.31 25.38 4.01 68.67
2026-07-17 0.31 24.45 3.89 66.8
2026-07-16 0.32 21.79 3.54 56
2026-07-15 0.33 22.54 3.64 60.4
2026-07-14 0.31 22.02 3.57 58.8