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Nomura Holdings NMR 10.14 0.07 0.7%

NMR Historical Options Analysis

Explore NMR (Nomura Holdings) 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

NMR / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.02
11.32
Mean
11.61
Window
+88.0%
ATM IV z -0.68
0.33
Mean
0.73
Window
-58.4%
IV Percentile z -0.90
16.4
Mean
42.73
Window
-63.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.67
ATM IV 0.82 1.00 0.73
IV Percent... 0.67 0.73 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 10.14 11.32 0.33 16.4
2026-09-18 10.07 5.17 0.23 2.79
2026-09-17 10.23 4.31 0.22 1.2
2026-09-16 10.45 9.71 0.3 11.95
2026-09-15 10.61 12.22 0.34 20.32
2026-09-14 10.73 6.48 0.25 5.2
2026-09-11 10.86 11.9 0.34 19.92
2026-09-10 10.54 10.96 0.32 15.94
2026-09-09 10.45 7.88 0.28 9.96
2026-09-08 10.63 10.79 0.31 13.94
2026-09-07 10.65 11.32 0.31 15.2
2026-09-04 10.65 10.58 0.3 13.55
2026-09-03 10.62 11.26 0.31 15.14
2026-09-02 10.25 4.46 0.21 1.2
2026-09-01 10.17 5.33 0.22 1.2
2026-08-31 10.18 8.18 0.27 8.03
2026-08-28 10.3 23.75 0.5 53.2
2026-08-27 10.12 13.97 0.35 24.4
2026-08-26 10.05 9.89 0.29 11.6
2026-08-25 9.91 8.55 0.27 8.4
2026-08-24 9.76 22.45 0.48 52.61
2026-08-21 9.72 21.63 0.47 51.2
2026-08-20 9.45 30.73 0.61 66.8
2026-08-19 9.51 28.4 0.57 64.8
2026-08-18 9.65 21.06 0.46 50.8
2026-08-17 9.81 17.49 0.41 39.76
2026-08-14 9.82 12.65 0.33 20.8
2026-08-13 10 12.08 0.33 18
2026-08-12 9.91 15.34 0.37 30.8
2026-08-11 9.78 15.95 0.38 34.4
2026-08-10 9.82 10.72 0.3 14.06
2026-08-07 9.95 13.08 0.34 20.4
2026-08-06 9.92 15.64 0.38 32
2026-08-05 9.93 16.19 0.39 34
2026-08-04 9.74 11.47 0.32 16
2026-08-03 9.59 9.97 0.29 12.45
2026-07-31 9.68 6.24 0.24 3.2
2026-07-30 9.56 14.73 0.37 27.2
2026-07-29 9.67 10.07 0.29 12.4
2026-07-28 9.61 14.08 0.36 23.2
2026-07-27 9.79 13.88 0.35 22.09
2026-07-24 9.81 13.55 0.35 20
2026-07-23 9.77 14.42 0.36 24.8
2026-07-22 9.82 12.04 0.32 15.6
2026-07-21 9.81 7.6 0.26 6
2026-07-20 9.39 17.35 0.41 34.14
2026-07-17 9.4 5.77 0.41 34
2026-07-16 9.79 7.32 0.48 47.6
2026-07-15 10.04 3.7 0.31 13.2
2026-07-14 9.75 5.61 0.4 30.8