Nomura Holdings NMR 9.42 -0.09 -0.95%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
NMR / Comparative study
3 signals / 490 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.71
20.04
Mean
11.9
Window
+188.8%
ATM IV
z -0.36
0.5
Mean
0.72
Window
-37.9%
IV Percentile
z 0.36
53.25
Mean
42.91
Window
-2.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.86 | 0.69 |
| ATM IV | 0.86 | 1.00 | 0.73 |
| IV Percent... | 0.69 | 0.73 | 1.00 |
Source observations
Data inspector
1-50 of 490
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 9.42 | 20.04 | 0.5 | 53.25 |
| 2026-11-05 | 9.51 | 16.23 | 0.45 | 44.72 |
| 2026-11-04 | 9.79 | 16.84 | 0.41 | 37.65 |
| 2026-11-03 | 9.47 | 13.09 | 0.35 | 22.35 |
| 2026-11-02 | 9.57 | 11.36 | 0.33 | 16.54 |
| 2026-10-30 | 9.38 | 13.38 | 0.36 | 23.62 |
| 2026-10-29 | 9.47 | 18.92 | 0.44 | 43.48 |
| 2026-10-28 | 9.12 | 21.8 | 0.48 | 51.59 |
| 2026-10-27 | 9.11 | 21.33 | 0.48 | 50 |
| 2026-10-26 | 8.99 | 23.11 | 0.5 | 52.99 |
| 2026-10-23 | 8.98 | 21.46 | 0.48 | 51.59 |
| 2026-10-22 | 9.04 | 19.79 | 0.45 | 46.83 |
| 2026-10-21 | 9.22 | 15.84 | 0.4 | 34.92 |
| 2026-10-20 | 9.13 | 17.19 | 0.42 | 40.48 |
| 2026-10-19 | 9.12 | 16.93 | 0.41 | 39.44 |
| 2026-10-15 | 9.28 | 29.99 | 0.61 | 66.67 |
| 2026-10-14 | 9.26 | 32.89 | 0.65 | 77.78 |
| 2026-10-13 | 9.58 | 24.34 | 0.52 | 55.56 |
| 2026-10-12 | 9.57 | 21.12 | 0.47 | 51.39 |
| 2026-10-09 | 9.59 | 19.58 | 0.45 | 48.02 |
| 2026-10-08 | 9.54 | 14.56 | 0.38 | 32.14 |
| 2026-10-07 | 9.53 | 9.23 | 0.3 | 10.32 |
| 2026-10-06 | 9.78 | 13.95 | 0.37 | 27.78 |
| 2026-10-05 | 9.75 | 14.11 | 0.37 | 28.69 |
| 2026-10-02 | 9.73 | 14.02 | 0.37 | 28.17 |
| 2026-10-01 | 9.74 | 14.21 | 0.37 | 29.37 |
| 2026-09-30 | 9.78 | 11.91 | 0.34 | 20.24 |
| 2026-09-29 | 9.91 | 9.56 | 0.3 | 11.51 |
| 2026-09-28 | 10.02 | 5.56 | 0.24 | 2.79 |
| 2026-09-25 | 10.06 | 5.51 | 0.24 | 2.78 |
| 2026-09-24 | 9.77 | 6.16 | 0.25 | 3.19 |
| 2026-09-23 | 9.84 | 5.83 | 0.24 | 2.79 |
| 2026-09-22 | 9.96 | 6.86 | 0.26 | 4.78 |
| 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 |
| 2026-09-04 | 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 |