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Orion S OEC 5.93 0.2 3.49%

OEC Historical Options Analysis

Explore OEC (Orion S) 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

OEC / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.22
34.53
Mean
17.4
Window
+3779.8%
ATM IV z 1.12
1.17
Mean
0.79
Window
+317.9%
IV Percentile z 0.93
82.47
Mean
57.34
Window
+3336.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.77 0.61
ATM IV 0.77 1.00 0.81
IV Percent... 0.61 0.81 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 5.93 34.53 1.17 82.47
2026-09-18 5.73 14.52 0.78 41.27
2026-09-17 5.83 55.37 2.45 99.6
2026-09-16 5.75 13.34 0.94 64.29
2026-09-15 5.81 15.04 1 69.84
2026-09-14 5.89 27.15 1.43 96.02
2026-09-11 5.8 17.91 1.1 77.78
2026-09-10 5.79 18.71 1.13 80.16
2026-09-09 5.77 18.04 1.1 78.17
2026-09-08 6.05 17.01 1.06 75.79
2026-09-07 6.09 16.03 1.03 73.31
2026-09-04 6.09 15.29 0.99 71.43
2026-09-03 5.97 16.74 1.05 75.4
2026-09-02 6.17 14.65 0.97 69.05
2026-09-01 5.87 18.72 1.12 79.28
2026-08-31 6.24 7.02 0.7 34
2026-08-28 6.34 26 1.35 93.23
2026-08-27 6.27 28.04 1.43 96.02
2026-08-26 6.17 28.03 1.43 96.02
2026-08-25 5.97 30.52 1.52 97.21
2026-08-24 6.02 24.18 1.29 91.2
2026-08-21 6.12 25.1 1.32 93.23
2026-08-20 6.09 24.46 1.3 92.43
2026-08-19 6.07 24.01 1.28 92.03
2026-08-18 6.07 27.51 1.41 96.41
2026-08-17 6.23 9.31 0.75 45.6
2026-08-14 6.44 22.65 1.23 90.04
2026-08-13 6.37 3.97 0.56 14.74
2026-08-12 6.44 4.06 0.56 15.14
2026-08-11 6.67 9.87 0.77 49
2026-08-10 6.88 7.33 0.68 34.8
2026-08-07 7.24 6.76 0.66 31.87
2026-08-06 7.6 4.68 0.59 21.91
2026-08-05 6.56 7.38 0.68 35.46
2026-08-04 6.66 10.26 0.79 50.6
2026-08-03 6.83 12.51 0.87 61.6
2026-07-31 6.75 18.62 1.09 82.07
2026-07-30 6.76 17.36 1.04 80.08
2026-07-29 7.15 12.6 0.87 63.75
2026-07-28 7.1 11.95 0.85 60.16
2026-07-27 6.73 11.23 0.82 56.8
2026-07-24 6.99 9.42 0.76 50.6
2026-07-23 6.86 12.55 0.87 63.75
2026-07-22 7.55 11 0.81 56.57
2026-07-21 7.2 11.92 0.85 60.16
2026-07-20 7.04 23.46 1.26 91.2
2026-07-17 6.85 7.91 0.7 43.43
2026-07-16 6.67 16.13 1 78.09
2026-07-15 6.35 14.43 0.94 74.1
2026-07-14 6.09 10.28 0.79 55.38