Oramed Pharmaceuticals Inc ORMP 4.73 -0.01 -0.15%
ORMP Historical Options Analysis
Explore ORMP (Oramed Pharmaceuticals Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ORMP / Comparative study
3 signals / 506 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.34
10.18
Mean
14.97
Window
+42.0%
ATM IV
z -0.44
0.91
Mean
1.32
Window
+22.7%
IV Percentile
z -0.76
27.73
Mean
50.52
Window
+110.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.86 | 0.65 |
| ATM IV | 0.86 | 1.00 | 0.76 |
| IV Percent... | 0.65 | 0.76 | 1.00 |
Source observations
Data inspector
1-50 of 506
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 4.73 | 10.18 | 0.91 | 27.73 |
| 2026-09-18 | 4.74 | 45.2 | 2.46 | 84.82 |
| 2026-09-17 | 4.67 | 46 | 2.5 | 85.21 |
| 2026-09-16 | 4.62 | 15 | 1.09 | 45.53 |
| 2026-09-15 | 4.62 | 14.61 | 1.07 | 43.58 |
| 2026-09-14 | 4.67 | 13.29 | 1.01 | 39.84 |
| 2026-09-11 | 4.66 | 38.2 | 2.14 | 81.32 |
| 2026-09-10 | 4.76 | 31.49 | 1.84 | 75.1 |
| 2026-09-09 | 4.78 | 28.52 | 1.7 | 63.81 |
| 2026-09-08 | 4.98 | 6.8 | 0.71 | 13.62 |
| 2026-09-07 | 5.02 | 17.48 | 1.2 | 52.73 |
| 2026-09-04 | 5.01 | 14.89 | 1.08 | 46.69 |
| 2026-09-03 | 4.93 | 14.44 | 1.06 | 44.36 |
| 2026-09-02 | 5.07 | 12.8 | 0.99 | 40.47 |
| 2026-09-01 | 4.85 | 16.75 | 1.17 | 50 |
| 2026-08-31 | 5.02 | 6.85 | 0.71 | 16.08 |
| 2026-08-28 | 5.03 | 12.36 | 0.97 | 39.06 |
| 2026-08-27 | 5.1 | 16.55 | 1.16 | 50 |
| 2026-08-26 | 5.34 | 18.28 | 1.24 | 53.91 |
| 2026-08-25 | 5.21 | 1 | 0.45 | 0.39 |
| 2026-08-24 | 4.82 | 1.03 | 0.45 | 0.39 |
| 2026-08-21 | 4.81 | 2.74 | 0.53 | 2.73 |
| 2026-08-20 | 4.79 | 4.93 | 0.63 | 7.42 |
| 2026-08-19 | 4.79 | 4.7 | 0.62 | 5.86 |
| 2026-08-18 | 4.78 | 3.69 | 0.57 | 3.52 |
| 2026-08-17 | 4.57 | 17.21 | 1.19 | 52.16 |
| 2026-08-14 | 4.48 | 17.82 | 1.21 | 53.52 |
| 2026-08-13 | 4.38 | 19.39 | 1.29 | 54.69 |
| 2026-08-12 | 4.27 | 21.16 | 1.37 | 57.81 |
| 2026-08-11 | 4.25 | 21.14 | 1.37 | 57.81 |
| 2026-08-10 | 4.2 | 26.55 | 1.61 | 61.96 |
| 2026-08-07 | 4.3 | 16.87 | 1.17 | 54.3 |
| 2026-08-06 | 4.3 | 41.42 | 2.29 | 83.2 |
| 2026-08-05 | 4.32 | 26.71 | 1.62 | 62.89 |
| 2026-08-04 | 4.46 | 11.65 | 0.93 | 39.45 |
| 2026-08-03 | 4.39 | 9.69 | 0.84 | 30.98 |
| 2026-07-31 | 4.07 | 14.44 | 1.06 | 48.83 |
| 2026-07-30 | 4.12 | 13.14 | 1 | 45.7 |
| 2026-07-29 | 3.97 | 14.96 | 1.08 | 50.78 |
| 2026-07-28 | 4.17 | 11.36 | 0.92 | 38.67 |
| 2026-07-27 | 4.16 | 11.11 | 0.91 | 37.65 |
| 2026-07-24 | 4.03 | 11.85 | 0.94 | 39.45 |
| 2026-07-23 | 4.16 | 9.68 | 0.84 | 30.86 |
| 2026-07-22 | 4.02 | 11.3 | 0.92 | 37.89 |
| 2026-07-21 | 4.02 | 10.98 | 0.9 | 36.33 |
| 2026-07-20 | 4.1 | 16.8 | 1.17 | 53.73 |
| 2026-07-17 | 4.03 | 16.84 | 1.17 | 54.3 |
| 2026-07-16 | 4.05 | 11.59 | 0.93 | 37.5 |
| 2026-07-15 | 4.06 | 11.16 | 0.91 | 37.11 |
| 2026-07-14 | 4 | 11.8 | 0.94 | 38.28 |