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NiSource Inc NI 40.52 -0.06 -0.15%

NI Historical Options Analysis

Explore NI (NiSource 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

NI / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.48
4.86
Mean
11.87
Window
+1085.4%
ATM IV z -0.49
0.2
Mean
0.23
Window
+43.4%
IV Percentile z -1.67
8.4
Mean
54.99
Window
+90.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.58 0.53
ATM IV 0.58 1.00 0.61
IV Percent... 0.53 0.61 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 40.52 4.86 0.2 8.4
2026-09-18 40.58 5.75 0.21 14.34
2026-09-17 40.91 7.39 0.22 29.48
2026-09-16 40.66 4.56 0.19 6.37
2026-09-15 40.59 4.56 0.19 6.37
2026-09-14 41.07 7.85 0.23 34.8
2026-09-11 41.41 7.42 0.22 29.08
2026-09-10 41.42 9.31 0.24 56.18
2026-09-09 41.67 7.68 0.23 31.87
2026-09-08 41.9 7.1 0.22 24.3
2026-09-07 41.27 7.59 0.23 30.8
2026-09-04 41.39 5.57 0.2 12.75
2026-09-03 41.66 6.3 0.21 16.33
2026-09-02 41.15 4.61 0.19 6.77
2026-09-01 40.96 4.18 0.19 3.6
2026-08-31 40.92 8.49 0.23 40.16
2026-08-28 40.57 4.55 0.19 6.4
2026-08-27 40.96 5.02 0.2 8.8
2026-08-26 41.13 4.89 0.2 8
2026-08-25 40.65 4.37 0.19 6.4
2026-08-24 40.83 5.56 0.2 12.45
2026-08-21 40.62 4.36 0.19 6.4
2026-08-20 41.64 8.35 0.23 38.4
2026-08-19 41.63 12.52 0.28 84
2026-08-18 42.12 23.03 0.39 97.2
2026-08-17 42.37 18.54 0.34 95.18
2026-08-14 42.5 17.22 0.33 94.8
2026-08-13 42.08 15.84 0.31 94.4
2026-08-12 41.99 7.26 0.22 28.4
2026-08-11 42.01 9.3 0.24 58
2026-08-10 41.78 7.68 0.23 33.33
2026-08-07 42.61 8.65 0.24 46.4
2026-08-06 43.38 4.98 0.2 12.4
2026-08-05 42.91 11.12 0.26 78
2026-08-04 44.53 6.58 0.21 23.6
2026-08-03 44.53 7.87 0.23 36.55
2026-07-31 44.43 7.57 0.22 34.8
2026-07-30 45.07 13.42 0.29 88
2026-07-29 44.81 11.86 0.27 81.6
2026-07-28 45.73 9.11 0.24 56
2026-07-27 45.81 10.08 0.25 69.08
2026-07-24 46.68 9.77 0.25 64.8
2026-07-23 46.75 13.84 0.29 90.4
2026-07-22 46.57 11.57 0.27 81.2
2026-07-21 45.37 11.01 0.26 78.8
2026-07-20 45.37 9.79 0.25 66.27
2026-07-17 45.98 9.94 0.25 68.8
2026-07-16 46.27 13.03 0.28 87.2
2026-07-15 45.71 10.48 0.26 73.6
2026-07-14 46.62 6.42 0.21 23.6