Nike NKE 40.49 2.01 5.22% Regime: Trend Up (95%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
NKE / Comparative study
3 signals / 505 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.32
30.79
Mean
38.18
Window
-23.3%
ATM IV
z 0.58
0.44
Mean
0.39
Window
+46.0%
IV Percentile
z 0.07
63.67
Mean
62.02
Window
-7.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.68 | 0.87 |
| ATM IV | 0.68 | 1.00 | 0.86 |
| IV Percent... | 0.87 | 0.86 | 1.00 |
Source observations
Data inspector
1-50 of 505
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 40.49 | 30.79 | 0.44 | 63.67 |
| 2026-11-03 | 38.48 | 31.28 | 0.44 | 64.84 |
| 2026-11-02 | 39.12 | 28.99 | 0.42 | 59.61 |
| 2026-10-30 | 38.67 | 32.28 | 0.45 | 67.45 |
| 2026-10-29 | 38.42 | 28.58 | 0.42 | 59.45 |
| 2026-10-28 | 37.15 | 27.28 | 0.41 | 56.92 |
| 2026-10-27 | 37.56 | 27.78 | 0.42 | 57.31 |
| 2026-10-26 | 37.91 | 28.01 | 0.42 | 58.33 |
| 2026-10-23 | 37.3 | 25.77 | 0.4 | 55.34 |
| 2026-10-22 | 38.32 | 25.31 | 0.4 | 54.94 |
| 2026-10-21 | 37.53 | 24.44 | 0.39 | 54.55 |
| 2026-10-20 | 37.88 | 24.1 | 0.39 | 53.75 |
| 2026-10-19 | 37.21 | 24.18 | 0.39 | 54.15 |
| 2026-10-15 | 37.14 | 24.76 | 0.4 | 55.47 |
| 2026-10-14 | 35.3 | 21.49 | 0.37 | 46.88 |
| 2026-10-13 | 35.33 | 21.37 | 0.37 | 46.88 |
| 2026-10-12 | 35.35 | 20.5 | 0.37 | 43.14 |
| 2026-10-09 | 34.71 | 19.67 | 0.36 | 38.67 |
| 2026-10-08 | 34.74 | 21.71 | 0.38 | 49.22 |
| 2026-10-07 | 34.36 | 20.59 | 0.37 | 44.53 |
| 2026-10-06 | 34.61 | 19.26 | 0.36 | 37.89 |
| 2026-10-05 | 33.96 | 17.71 | 0.35 | 28.24 |
| 2026-10-02 | 33.87 | 13.72 | 0.32 | 14.84 |
| 2026-10-01 | 35.15 | 45.96 | 0.54 | 94.92 |
| 2026-09-30 | 35.4 | 40.34 | 0.5 | 87.5 |
| 2026-09-29 | 35.84 | 41.41 | 0.51 | 89.45 |
| 2026-09-28 | 36.39 | 39.54 | 0.5 | 86.27 |
| 2026-09-25 | 35.75 | 42.28 | 0.51 | 91.02 |
| 2026-09-24 | 35.99 | 40.83 | 0.5 | 89.02 |
| 2026-09-23 | 36.05 | 38.07 | 0.49 | 83.92 |
| 2026-09-22 | 36.1 | 37.34 | 0.48 | 81.96 |
| 2026-09-21 | 36.1 | 35.08 | 0.47 | 77.95 |
| 2026-09-18 | 35.51 | 35.84 | 0.47 | 80 |
| 2026-09-17 | 36.36 | 35.63 | 0.47 | 78.82 |
| 2026-09-16 | 35.78 | 34.11 | 0.46 | 74.51 |
| 2026-09-15 | 36.22 | 34.37 | 0.46 | 74.9 |
| 2026-09-14 | 37.05 | 32.18 | 0.45 | 67.72 |
| 2026-09-11 | 36.8 | 31.95 | 0.44 | 67.45 |
| 2026-09-10 | 36.62 | 34.95 | 0.46 | 77.65 |
| 2026-09-09 | 37.35 | 33.05 | 0.45 | 72.55 |
| 2026-09-08 | 38.1 | 34.45 | 0.46 | 76.08 |
| 2026-09-07 | 38.42 | 33.82 | 0.46 | 74.8 |
| 2026-09-04 | 38.4 | 28.26 | 0.42 | 60.39 |
| 2026-09-03 | 38.77 | 27.89 | 0.42 | 60 |
| 2026-09-02 | 38.24 | 27.19 | 0.41 | 59.61 |
| 2026-09-01 | 38.12 | 26.2 | 0.41 | 58.27 |
| 2026-08-31 | 39.06 | 21.65 | 0.38 | 49.01 |
| 2026-08-28 | 39.6 | 16 | 0.34 | 24.8 |
| 2026-08-27 | 38.44 | 19.18 | 0.36 | 38.58 |
| 2026-08-26 | 38.59 | 19.25 | 0.36 | 38.98 |