Root ROOT 46.28 -10.87 -19.02%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ROOT / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.81
10.74
Mean
26.21
Window
-68.0%
ATM IV
z -1.19
0.61
Mean
0.85
Window
-40.6%
IV Percentile
z -0.70
17.41
Mean
37.85
Window
-66.4%
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 | 0.82 |
| IV Percent... | 0.97 | 0.82 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-05 | 46.28 | 10.74 | 0.61 | 17.41 |
| 2026-11-04 | 57.15 | 32.93 | 0.78 | 62.89 |
| 2026-11-03 | 53.87 | 33.67 | 0.79 | 65.23 |
| 2026-11-02 | 51.73 | 43.08 | 0.86 | 71.76 |
| 2026-10-30 | 51.76 | 51.29 | 0.93 | 79.69 |
| 2026-10-29 | 53.73 | 48.89 | 0.91 | 77.34 |
| 2026-10-28 | 52.1 | 48.26 | 0.9 | 76.56 |
| 2026-10-27 | 52.29 | 45.47 | 0.88 | 73.44 |
| 2026-10-26 | 51.83 | 44.93 | 0.88 | 72.94 |
| 2026-10-23 | 52.88 | 44.28 | 0.87 | 71.88 |
| 2026-10-22 | 53.87 | 42.04 | 0.86 | 70.31 |
| 2026-10-21 | 52.09 | 38.65 | 0.83 | 68.36 |
| 2026-10-20 | 52.53 | 37.21 | 0.82 | 67.58 |
| 2026-10-19 | 52.32 | 34.14 | 0.79 | 65.49 |
| 2026-10-15 | 50.53 | 39.84 | 0.84 | 67.7 |
| 2026-10-14 | 49.12 | 35.6 | 0.8 | 66.15 |
| 2026-10-13 | 48.75 | 34.21 | 0.79 | 64.98 |
| 2026-10-12 | 48.34 | 34.81 | 0.8 | 65.23 |
| 2026-10-09 | 49.13 | 31.34 | 0.77 | 60.7 |
| 2026-10-08 | 48.56 | 32.13 | 0.78 | 61.09 |
| 2026-10-07 | 47.74 | 29.14 | 0.75 | 56.42 |
| 2026-10-06 | 47.17 | 28.81 | 0.75 | 55.64 |
| 2026-10-05 | 47.42 | 28.61 | 0.75 | 55.47 |
| 2026-10-02 | 46.26 | 30.19 | 0.76 | 58.37 |
| 2026-10-01 | 46.21 | 14.17 | 0.64 | 24.9 |
| 2026-09-30 | 46.11 | 7.29 | 0.58 | 9.73 |
| 2026-09-29 | 46.02 | 3.44 | 0.55 | 2.33 |
| 2026-09-28 | 46.73 | 8.79 | 0.59 | 11.72 |
| 2026-09-25 | 47.4 | 6 | 0.57 | 6.61 |
| 2026-09-24 | 47.81 | 7.28 | 0.58 | 8.59 |
| 2026-09-23 | 46.76 | 0.68 | 0.53 | 0.39 |
| 2026-09-22 | 48.55 | 0 | 0.53 | 0 |
| 2026-09-21 | 49.78 | 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 |
| 2026-09-04 | 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 |