Root ROOT 49.5 -0.34 -0.68%
ROOT Historical Options Analysis
Explore ROOT (Root) 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
ROOT / Comparative study
3 signals / 505 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.96
8.11
Mean
27
Window
-47.2%
ATM IV
z -1.28
0.6
Mean
0.87
Window
-27.4%
IV Percentile
z -0.90
12.16
Mean
38.32
Window
-55.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.84 | 0.97 |
| ATM IV | 0.84 | 1.00 | 0.85 |
| IV Percent... | 0.97 | 0.85 | 1.00 |
Source observations
Data inspector
1-50 of 505
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 49.5 | 8.11 | 0.6 | 12.16 |
| 2026-09-18 | 49.84 | 12.87 | 0.64 | 21.48 |
| 2026-09-17 | 50.79 | 2.93 | 0.56 | 2.34 |
| 2026-09-16 | 52.44 | 10.81 | 0.62 | 16.8 |
| 2026-09-15 | 53.6 | 3.47 | 0.56 | 2.34 |
| 2026-09-14 | 54.33 | 11.56 | 0.63 | 17.65 |
| 2026-09-11 | 53.48 | 7.03 | 0.59 | 8.2 |
| 2026-09-10 | 52.79 | 6.24 | 0.58 | 7.03 |
| 2026-09-09 | 52.08 | 9.93 | 0.61 | 14.06 |
| 2026-09-08 | 54.65 | 5.74 | 0.58 | 6.25 |
| 2026-09-07 | 56.99 | 5.44 | 0.58 | 5.88 |
| 2026-09-04 | 56.59 | 3.58 | 0.56 | 2.73 |
| 2026-09-03 | 55.39 | 7.23 | 0.59 | 6.64 |
| 2026-09-02 | 54.87 | 5.82 | 0.58 | 5.47 |
| 2026-09-01 | 55.1 | 11.72 | 0.63 | 16.08 |
| 2026-08-31 | 55.49 | 9.99 | 0.61 | 12.6 |
| 2026-08-28 | 56.43 | 4.13 | 0.57 | 3.53 |
| 2026-08-27 | 55.05 | 5.2 | 0.58 | 4.71 |
| 2026-08-26 | 58.19 | 2.79 | 0.56 | 1.96 |
| 2026-08-25 | 57.7 | 2.61 | 0.56 | 1.57 |
| 2026-08-24 | 56.54 | 4.42 | 0.57 | 3.15 |
| 2026-08-21 | 55.79 | 4.31 | 0.57 | 2.75 |
| 2026-08-20 | 57.41 | 1.08 | 0.54 | 0.78 |
| 2026-08-19 | 56.46 | 6.31 | 0.59 | 3.14 |
| 2026-08-18 | 52.29 | 6.27 | 0.59 | 2.75 |
| 2026-08-17 | 49.7 | 9.92 | 0.61 | 10.63 |
| 2026-08-14 | 51.45 | 10.95 | 0.62 | 12.94 |
| 2026-08-13 | 49.83 | 7.95 | 0.6 | 4.71 |
| 2026-08-12 | 48.27 | 4.06 | 0.57 | 1.57 |
| 2026-08-11 | 51.59 | 11.41 | 0.62 | 13.33 |
| 2026-08-10 | 53.44 | 13.34 | 0.64 | 18.11 |
| 2026-08-07 | 51.5 | 14.16 | 0.65 | 24.71 |
| 2026-08-06 | 50.51 | 16.14 | 0.66 | 30.2 |
| 2026-08-05 | 60.28 | 43.13 | 0.87 | 65.88 |
| 2026-08-04 | 59.12 | 41.99 | 0.86 | 65.49 |
| 2026-08-03 | 57.07 | 58.54 | 0.99 | 86.22 |
| 2026-07-31 | 54.15 | 63.95 | 1.03 | 89.02 |
| 2026-07-30 | 58.04 | 60.78 | 1.01 | 88.24 |
| 2026-07-29 | 56.56 | 63.67 | 1.03 | 88.24 |
| 2026-07-28 | 61.4 | 54.43 | 0.96 | 81.18 |
| 2026-07-27 | 59.65 | 57.85 | 0.98 | 84.25 |
| 2026-07-24 | 57.95 | 53.78 | 0.95 | 80.39 |
| 2026-07-23 | 57.54 | 51.67 | 0.94 | 76.86 |
| 2026-07-22 | 58.68 | 50.17 | 0.92 | 74.51 |
| 2026-07-21 | 59.06 | 50.19 | 0.92 | 74.51 |
| 2026-07-20 | 60.07 | 51.02 | 0.93 | 74.8 |
| 2026-07-17 | 59.63 | 46.97 | 0.9 | 70.2 |
| 2026-07-16 | 59.43 | 45.48 | 0.89 | 67.45 |
| 2026-07-15 | 55.69 | 45.7 | 0.89 | 67.84 |
| 2026-07-14 | 61.73 | 37.53 | 0.83 | 63.14 |