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SentinelOne S 21.42 -2.07 -8.81%

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Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

S / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.74
54.44
Mean
37.58
Window
+46.8%
ATM IV z 1.30
0.71
Mean
0.55
Window
+24.5%
IV Percentile z 1.02
83
Mean
55.01
Window
+24.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.98 0.94
ATM IV 0.98 1.00 0.93
IV Percent... 0.94 0.93 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 21.42 54.44 0.71 83
2026-11-04 23.49 59.9 0.7 81.25
2026-11-03 23.11 62.24 0.72 83.98
2026-11-02 23.16 56.94 0.68 76.86
2026-10-30 25.15 53.75 0.66 72.66
2026-10-29 25.71 42.45 0.58 55.47
2026-10-28 25.59 43.19 0.59 56.64
2026-10-27 25.65 40.9 0.57 53.91
2026-10-26 25.5 38.75 0.56 52.55
2026-10-23 24 41.74 0.58 55.47
2026-10-22 22.5 35.98 0.54 42.97
2026-10-21 22.77 37.27 0.54 48.44
2026-10-20 22 35.68 0.53 42.97
2026-10-19 21.71 36.1 0.54 43.92
2026-10-15 23.37 31.36 0.5 26.85
2026-10-14 22.82 30.25 0.5 19.46
2026-10-13 24.01 29.03 0.49 14.01
2026-10-12 25.66 26.69 0.47 7.81
2026-10-09 26.27 26.72 0.47 8.17
2026-10-08 25.4 30.5 0.5 21.01
2026-10-07 25.31 30.25 0.5 20.23
2026-10-06 25.8 33.57 0.52 34.63
2026-10-05 25.43 28.55 0.48 12.89
2026-10-02 25.06 30.2 0.5 20.62
2026-10-01 24.67 28.4 0.48 13.62
2026-09-30 23.76 35.81 0.53 43.97
2026-09-29 23.31 33.82 0.52 36.58
2026-09-28 22.74 37.7 0.55 49.61
2026-09-25 22.38 33.13 0.52 35.02
2026-09-24 23.98 37.62 0.55 49.61
2026-09-23 24.1 34.09 0.52 37.89
2026-09-22 23.85 36.5 0.54 46.09
2026-09-21 23.8 36.73 0.54 46.67
2026-09-18 22.51 33.84 0.52 38.67
2026-09-17 23.19 34.55 0.53 41.02
2026-09-16 23.17 37.01 0.54 48.83
2026-09-15 23.48 36.97 0.54 48.44
2026-09-14 22.61 35.28 0.53 43.92
2026-09-11 19.75 26.46 0.47 15.23
2026-09-10 19.81 32.78 0.51 37.5
2026-09-09 19.44 30.34 0.5 26.17
2026-09-08 19.43 32 0.51 34.77
2026-09-04 19.88 30.8 0.5 29.3
2026-09-03 19.8 31.76 0.51 34.38
2026-09-02 19.68 33.32 0.52 39.06
2026-09-01 20.63 30.61 0.5 29.8
2026-08-31 22.1 32.96 0.51 38.19
2026-08-28 21.54 34.41 0.52 41.18
2026-08-27 22.71 74.29 0.8 93.33
2026-08-26 20.51 63.17 0.72 87.06