REE Automotive Ltd REE 0.05 0.0 0.0%
REE Historical Options Analysis
Explore REE (REE Automotive Ltd) 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
REE / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.14
0.01
Mean
27.57
Window
-99.9%
ATM IV
z -1.23
0.00266
Mean
4.15
Window
-99.8%
IV Percentile
z -2.09
2.95
Mean
63.01
Window
-95.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.88 | 0.76 |
| ATM IV | 0.88 | 1.00 | 0.70 |
| IV Percent... | 0.76 | 0.70 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 0.05 | 0.01 | 0.00266 | 2.95 |
| 2026-09-18 | 0.05 | 0.01 | 0.00272 | 2.97 |
| 2026-09-17 | 0.05 | 0.01 | 0.00275 | 2.98 |
| 2026-09-16 | 0.05 | 0.01 | 0.00277 | 2.99 |
| 2026-09-15 | 0.05 | 0.01 | 0.00279 | 3 |
| 2026-09-14 | 0.05 | 0.01 | 0.00281 | 3.02 |
| 2026-09-11 | 0.05 | 0.01 | 0.00287 | 3.03 |
| 2026-09-10 | 0.05 | 0.01 | 0.00289 | 3.04 |
| 2026-09-09 | 0.05 | 0.01 | 0.00291 | 3.06 |
| 2026-09-08 | 0.05 | 0.01 | 0.00293 | 3.07 |
| 2026-09-07 | 0.05 | 0.01 | 0.00295 | 3.08 |
| 2026-09-04 | 0.05 | 0.01 | 0.00301 | 3.1 |
| 2026-09-03 | 0.05 | 0.01 | 0.00303 | 3.11 |
| 2026-09-02 | 0.05 | 0.01 | 0.00305 | 3.13 |
| 2026-09-01 | 0.05 | 0.01 | 0.00307 | 3.14 |
| 2026-08-31 | 0.05 | 0.01 | 0.00309 | 3.15 |
| 2026-08-28 | 0.05 | 0.01 | 0.00314 | 3.17 |
| 2026-08-27 | 0.05 | 0.01 | 0.00316 | 3.18 |
| 2026-08-26 | 0.05 | 0.01 | 0.00318 | 3.2 |
| 2026-08-25 | 0.05 | 0.01 | 0.00320 | 3.21 |
| 2026-08-24 | 0.05 | 0.01 | 0.00322 | 3.23 |
| 2026-08-21 | 0.05 | 0.02 | 0.00327 | 3.21 |
| 2026-08-20 | 0.05 | 0 | 0.000370 | 0 |
| 2026-08-19 | 0.05 | 0 | 0.000500 | 1.38 |
| 2026-08-18 | 0.05 | 0 | 0.000610 | 1.38 |
| 2026-08-17 | 0.05 | 95.5 | 18.26 | 99.08 |
| 2026-08-14 | 0.05 | 73.73 | 14.1 | 97.7 |
| 2026-08-13 | 0.05 | 69.34 | 13.26 | 96.3 |
| 2026-08-12 | 0.05 | 65.7 | 12.56 | 95.81 |
| 2026-08-11 | 0.05 | 62.62 | 11.97 | 94.86 |
| 2026-08-10 | 0.05 | 59.96 | 11.47 | 94.84 |
| 2026-08-07 | 0.05 | 53.8 | 10.29 | 92.92 |
| 2026-08-06 | 0.05 | 52.17 | 9.98 | 92.42 |
| 2026-08-05 | 0.05 | 50.7 | 9.7 | 91.94 |
| 2026-08-04 | 0.05 | 49.37 | 9.44 | 91 |
| 2026-08-03 | 0.05 | 48.15 | 9.21 | 90 |
| 2026-07-31 | 0.05 | 45.17 | 8.64 | 88.15 |
| 2026-07-30 | 0.05 | 44.34 | 8.48 | 86.73 |
| 2026-07-29 | 0.05 | 43.33 | 8.29 | 86.26 |
| 2026-07-28 | 0.05 | 42.56 | 8.14 | 86.26 |
| 2026-07-27 | 0.05 | 41.83 | 8 | 85.24 |
| 2026-07-24 | 0.05 | 39.75 | 7.6 | 83.41 |
| 2026-07-23 | 0.05 | 39.14 | 7.48 | 82.46 |
| 2026-07-22 | 0.05 | 38.53 | 7.37 | 81.04 |
| 2026-07-21 | 0.05 | 37.97 | 7.26 | 79.62 |
| 2026-07-20 | 0.05 | 37.44 | 7.16 | 78.1 |
| 2026-07-17 | 0.05 | 35.97 | 6.88 | 73.81 |
| 2026-07-16 | 0.05 | 35.53 | 6.79 | 73.21 |
| 2026-07-15 | 0.05 | 35.1 | 6.71 | 71.63 |
| 2026-07-14 | 0.05 | 34.69 | 6.63 | 70.53 |