National CineMedia NCMI 2.24 0.07 3.23%
NCMI Historical Options Analysis
Explore NCMI (National CineMedia) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
NCMI / Comparative study
3 signals / 506 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.03
18.52
Mean
19.16
Window
+835.4%
ATM IV
z 0.25
1.27
Mean
1.07
Window
+128.6%
IV Percentile
z -0.30
46.59
Mean
56.23
Window
+331.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.90 | 0.72 |
| ATM IV | 0.90 | 1.00 | 0.69 |
| IV Percent... | 0.72 | 0.69 | 1.00 |
Source observations
Data inspector
1-50 of 506
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 2.24 | 18.52 | 1.27 | 46.59 |
| 2026-09-18 | 2.17 | 9.7 | 0.75 | 15.6 |
| 2026-09-17 | 2.22 | 11.94 | 0.88 | 21.6 |
| 2026-09-16 | 2.34 | 16.14 | 1.13 | 38.4 |
| 2026-09-15 | 2.42 | 18.28 | 1.26 | 46 |
| 2026-09-14 | 2.43 | 18.25 | 1.25 | 45.78 |
| 2026-09-11 | 2.42 | 17.05 | 1.18 | 43.6 |
| 2026-09-10 | 2.46 | 17.89 | 1.23 | 45.6 |
| 2026-09-09 | 2.38 | 15.4 | 1.08 | 36.8 |
| 2026-09-08 | 2.44 | 16.8 | 1.17 | 43.6 |
| 2026-09-07 | 2.48 | 17.61 | 1.22 | 44.98 |
| 2026-09-04 | 2.48 | 16.87 | 1.17 | 44.4 |
| 2026-09-03 | 2.49 | 14.36 | 1.02 | 34 |
| 2026-09-02 | 2.51 | 10.87 | 0.82 | 23.2 |
| 2026-09-01 | 2.53 | 11.08 | 0.83 | 23.69 |
| 2026-08-31 | 2.52 | 19.18 | 1.31 | 49.6 |
| 2026-08-28 | 2.6 | 13.41 | 0.97 | 30.52 |
| 2026-08-27 | 2.5 | 23.83 | 1.59 | 70.68 |
| 2026-08-26 | 2.64 | 18.99 | 1.3 | 49.8 |
| 2026-08-25 | 2.72 | 17.06 | 1.18 | 45.78 |
| 2026-08-24 | 2.67 | 28.82 | 1.88 | 78.63 |
| 2026-08-21 | 2.54 | 4.63 | 0.45 | 1.61 |
| 2026-08-20 | 2.55 | 7.45 | 0.61 | 12.45 |
| 2026-08-19 | 2.64 | 2.23 | 0.3 | 0.4 |
| 2026-08-18 | 2.52 | 10 | 0.76 | 23.29 |
| 2026-08-17 | 2.73 | 5.86 | 0.52 | 6.45 |
| 2026-08-14 | 2.86 | 7.23 | 0.6 | 11.24 |
| 2026-08-13 | 2.68 | 3.07 | 0.35 | 0.4 |
| 2026-08-12 | 2.22 | 7.37 | 0.61 | 11.65 |
| 2026-08-11 | 3.79 | 12.67 | 0.92 | 30.52 |
| 2026-08-10 | 3.95 | 10.89 | 0.82 | 26.21 |
| 2026-08-07 | 4.03 | 9.65 | 0.74 | 23.69 |
| 2026-08-06 | 4.03 | 9.51 | 0.74 | 22.89 |
| 2026-08-05 | 4.09 | 8.83 | 0.7 | 19.68 |
| 2026-08-04 | 4.14 | 8.27 | 0.66 | 18.88 |
| 2026-08-03 | 4.18 | 7.81 | 0.63 | 16.94 |
| 2026-07-31 | 4.01 | 8.74 | 0.69 | 19.28 |
| 2026-07-30 | 4 | 8.89 | 0.7 | 19.68 |
| 2026-07-29 | 4.03 | -- | -- | -- |
| 2026-07-28 | 3.96 | -- | -- | -- |
| 2026-07-27 | 3.86 | -- | -- | -- |
| 2026-07-24 | 3.77 | -- | -- | -- |
| 2026-07-23 | 3.73 | -- | -- | -- |
| 2026-07-22 | 3.82 | -- | -- | -- |
| 2026-07-21 | 3.9 | -- | -- | -- |
| 2026-07-20 | 4.01 | 7.77 | 0.63 | 17.65 |
| 2026-07-17 | 3.78 | 9.29 | 0.72 | 24.61 |
| 2026-07-16 | 3.94 | 83.56 | 5.13 | 99.22 |
| 2026-07-15 | 3.99 | 58.92 | 3.67 | 98.05 |
| 2026-07-14 | 3.89 | 50.73 | 3.18 | 96.88 |