Penumbra PEN 317.73 -0.05 -0.02%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
PEN / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 3.68
100
Mean
21.31
Window
+358.3%
ATM IV
z 4.74
1.12
Mean
0.38
Window
+176.5%
IV Percentile
z 1.75
100
Mean
40.78
Window
+83.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.88 | 0.88 |
| ATM IV | 0.88 | 1.00 | 0.79 |
| IV Percent... | 0.88 | 0.79 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 317.73 | 100 | 1.12 | 100 |
| 2026-09-10 | 317.78 | 100 | 1.11 | 100 |
| 2026-09-09 | 319.57 | 100 | 1.06 | 100 |
| 2026-09-08 | 319.26 | 100 | 1.03 | 100 |
| 2026-09-07 | 322.17 | 100 | 0.98 | 100 |
| 2026-09-04 | 322.17 | 98.7 | 0.95 | 99.6 |
| 2026-09-03 | 321.14 | 100 | 0.96 | 100 |
| 2026-09-02 | 322.8 | 99.95 | 0.93 | 99.6 |
| 2026-09-01 | 322.58 | 100 | 0.93 | 100 |
| 2026-08-31 | 323.1 | 99.66 | 0.92 | 99.6 |
| 2026-08-28 | 321.68 | 24.62 | 0.31 | 43.6 |
| 2026-08-27 | 321 | 25.13 | 0.31 | 44.4 |
| 2026-08-26 | 323.05 | 24.67 | 0.31 | 44 |
| 2026-08-25 | 324.37 | 20.39 | 0.27 | 40.4 |
| 2026-08-24 | 323.75 | 12.89 | 0.21 | 36.55 |
| 2026-08-21 | 325.18 | 39.48 | 0.43 | 80.4 |
| 2026-08-20 | 323.76 | 47.9 | 0.5 | 86.8 |
| 2026-08-19 | 326.84 | 6.14 | 0.16 | 12 |
| 2026-08-18 | 324.75 | 15.86 | 0.24 | 36.8 |
| 2026-08-17 | 327.17 | 26.7 | 0.33 | 46.59 |
| 2026-08-14 | 327.02 | 29.11 | 0.35 | 58 |
| 2026-08-13 | 326.75 | 30.9 | 0.36 | 65.6 |
| 2026-08-12 | 326.58 | 34.38 | 0.39 | 76 |
| 2026-08-11 | 326.28 | 28.86 | 0.34 | 57.2 |
| 2026-08-10 | 325.98 | 48.26 | 0.5 | 87.55 |
| 2026-08-07 | 324.66 | 98.41 | 0.91 | 99.6 |
| 2026-08-06 | 324.86 | 69.55 | 0.68 | 98.4 |
| 2026-08-05 | 323.21 | 89.29 | 0.84 | 99.2 |
| 2026-08-04 | 324.22 | 89.56 | 0.84 | 99.6 |
| 2026-08-03 | 323.02 | 83.66 | 0.79 | 99.6 |
| 2026-07-31 | 321.19 | 36.86 | 0.41 | 81.6 |
| 2026-07-30 | 319.83 | 38.14 | 0.42 | 83.2 |
| 2026-07-29 | 320.13 | 29.38 | 0.35 | 62.8 |
| 2026-07-28 | 319.99 | 9.27 | 0.18 | 26.8 |
| 2026-07-27 | 319.49 | 19.44 | 0.27 | 38.55 |
| 2026-07-24 | 318.73 | 7.47 | 0.17 | 18 |
| 2026-07-23 | 317.9 | 13.52 | 0.22 | 35.6 |
| 2026-07-22 | 316.5 | 21.55 | 0.28 | 38 |
| 2026-07-21 | 317.39 | 24.64 | 0.31 | 42.4 |
| 2026-07-20 | 318.01 | 23.33 | 0.3 | 39.76 |
| 2026-07-17 | 318.32 | 40.7 | 0.44 | 81.6 |
| 2026-07-16 | 319.6 | 33.58 | 0.38 | 74 |
| 2026-07-15 | 316.73 | 36.31 | 0.4 | 78 |
| 2026-07-14 | 316.26 | 34.35 | 0.39 | 75.2 |
| 2026-07-13 | 318.94 | 60.21 | 0.6 | 98.39 |
| 2026-07-10 | 318.1 | 42.57 | 0.46 | 82.4 |
| 2026-07-09 | 317.95 | 64.05 | 0.63 | 99.2 |
| 2026-07-08 | 317.28 | 54.19 | 0.55 | 97.2 |
| 2026-07-07 | 318.31 | 40.35 | 0.44 | 80.4 |
| 2026-07-02 | 318.57 | 55.41 | 0.56 | 97.61 |