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Dr RDY 11.9 0.19 1.62%

Previous-day view · Fri Sep 11 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

RDY / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.16
20.72
Mean
24.03
Window
-42.8%
ATM IV z -0.41
0.45
Mean
0.61
Window
+13.3%
IV Percentile z -0.20
46.43
Mean
52.41
Window
-32.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.80 0.77
ATM IV 0.80 1.00 0.70
IV Percent... 0.77 0.70 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 11.9 20.72 0.45 46.43
2026-09-10 11.71 24.55 0.49 64.29
2026-09-09 11.88 17.93 0.42 41.67
2026-09-08 11.88 12.85 0.36 20.24
2026-09-07 11.97 10.61 0.34 13.55
2026-09-04 11.97 9.43 0.32 11.51
2026-09-03 12.03 16.14 0.4 32.94
2026-09-02 12.17 12.08 0.35 17.06
2026-09-01 12.17 9.04 0.32 9.16
2026-08-31 12.13 4.98 0.28 3.2
2026-08-28 12.18 15.42 0.39 28.29
2026-08-27 12.16 12.29 0.36 16.33
2026-08-26 12.22 6.18 0.29 4.38
2026-08-25 12.34 28.07 0.53 70.12
2026-08-24 12.22 9.1 0.32 8.4
2026-08-21 12.18 4.64 0.27 2.39
2026-08-20 12.11 6.49 0.29 4.38
2026-08-19 12.11 14.85 0.38 24.3
2026-08-18 12.15 21.63 0.46 54.18
2026-08-17 12.11 13.95 0.37 20
2026-08-14 12.27 15.4 0.39 25.5
2026-08-13 12.42 10.73 0.34 11.55
2026-08-12 12.39 8.55 0.33 10.36
2026-08-11 12.45 10.66 0.36 14.74
2026-08-10 12.15 11.85 0.37 18.4
2026-08-07 12.22 14.73 0.41 31.08
2026-08-06 12.11 10.23 0.35 13.94
2026-08-05 12.14 7.81 0.32 7.97
2026-08-04 12.1 10.14 0.35 13.55
2026-08-03 12.07 21.25 0.49 60.8
2026-07-31 11.85 28.57 0.58 76.49
2026-07-30 11.83 46.56 0.81 94.02
2026-07-29 11.76 41.65 0.75 89.64
2026-07-28 11.73 42.84 0.76 91.63
2026-07-27 11.77 32.59 0.63 83.6
2026-07-24 11.79 23.36 0.52 66.93
2026-07-23 11.8 18.98 0.46 56.97
2026-07-22 11.38 64.61 1.04 98.41
2026-07-21 12.56 13.94 0.4 28.69
2026-07-20 12.53 11.53 0.37 16.8
2026-07-17 12.6 4.9 0.28 3.59
2026-07-16 12.7 9.95 0.35 13.15
2026-07-15 12.77 12.39 0.38 19.52
2026-07-14 12.84 14.53 0.4 29.88
2026-07-13 12.92 11.97 0.37 17.2
2026-07-10 13.19 22.2 0.5 64.94
2026-07-09 13.89 23.6 0.52 67.33
2026-07-08 14.12 21.54 0.49 62.95
2026-07-07 14.63 6.46 0.3 5.98
2026-07-02 14.38 18.78 0.46 54.76