SAP SE SAP 240.04 9.73 4.22%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SAP / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.95
18.96
Mean
36.86
Window
-43.0%
ATM IV
z -0.31
0.31
Mean
0.34
Window
+22.1%
IV Percentile
z -2.19
17.65
Mean
68.19
Window
-76.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.76 | 0.79 |
| ATM IV | 0.76 | 1.00 | 0.66 |
| IV Percent... | 0.79 | 0.66 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 240.04 | 18.96 | 0.31 | 17.65 |
| 2026-11-03 | 230.31 | 25.7 | 0.34 | 25.1 |
| 2026-11-02 | 233.62 | 25.79 | 0.34 | 25.59 |
| 2026-10-30 | 235.02 | 24.37 | 0.33 | 21.65 |
| 2026-10-29 | 234.07 | 21.7 | 0.32 | 19.76 |
| 2026-10-28 | 236.93 | 24.18 | 0.33 | 20.63 |
| 2026-10-27 | 235.8 | 25.27 | 0.34 | 22.22 |
| 2026-10-26 | 238.55 | 25.46 | 0.34 | 22.71 |
| 2026-10-23 | 238.14 | 25.84 | 0.34 | 25.4 |
| 2026-10-22 | 240.59 | 27.68 | 0.35 | 29.37 |
| 2026-10-21 | 232.73 | 44.19 | 0.43 | 73.81 |
| 2026-10-20 | 228.98 | 42.43 | 0.42 | 71.83 |
| 2026-10-19 | 226.03 | 41.88 | 0.42 | 70.92 |
| 2026-10-15 | 225 | 40.33 | 0.41 | 67.59 |
| 2026-10-14 | 220.49 | 40.47 | 0.41 | 68.38 |
| 2026-10-13 | 219.75 | 38.66 | 0.4 | 63.64 |
| 2026-10-12 | 217.85 | 40.5 | 0.41 | 68.65 |
| 2026-10-09 | 214.78 | 37.78 | 0.4 | 61.26 |
| 2026-10-08 | 212.4 | 40.06 | 0.41 | 66.4 |
| 2026-10-07 | 210.13 | 40.34 | 0.41 | 68.77 |
| 2026-10-06 | 210.46 | 40.22 | 0.41 | 68.38 |
| 2026-10-05 | 207.74 | 49.31 | 0.45 | 79.37 |
| 2026-10-02 | 208.57 | 56.04 | 0.49 | 84.98 |
| 2026-10-01 | 210.79 | 57.75 | 0.5 | 87.35 |
| 2026-09-30 | 208.48 | 62.94 | 0.52 | 91.7 |
| 2026-09-29 | 210.85 | 54.66 | 0.48 | 85.38 |
| 2026-09-28 | 209.31 | 57.65 | 0.5 | 87.3 |
| 2026-09-25 | 210.68 | 29.02 | 0.36 | 39.53 |
| 2026-09-24 | 209.11 | 32.02 | 0.37 | 50.79 |
| 2026-09-23 | 210.62 | 31.22 | 0.37 | 48.02 |
| 2026-09-22 | 210.68 | 31.2 | 0.37 | 47.62 |
| 2026-09-21 | 209.22 | 31.03 | 0.37 | 45.82 |
| 2026-09-18 | 209.45 | 31.99 | 0.37 | 50.79 |
| 2026-09-17 | 213.66 | 26.37 | 0.34 | 34.13 |
| 2026-09-16 | 213.2 | 30.42 | 0.36 | 45.63 |
| 2026-09-15 | 215.67 | 31.05 | 0.37 | 46.83 |
| 2026-09-14 | 218.28 | 31.76 | 0.37 | 50.6 |
| 2026-09-11 | 206.36 | 28.33 | 0.35 | 40.08 |
| 2026-09-10 | 205.95 | 32.5 | 0.37 | 53.17 |
| 2026-09-09 | 209.14 | 33.26 | 0.38 | 55.95 |
| 2026-09-08 | 211.49 | 33.47 | 0.38 | 56.35 |
| 2026-09-07 | 215.71 | 35.77 | 0.39 | 60.16 |
| 2026-09-04 | 215.11 | 30.52 | 0.36 | 48.41 |
| 2026-09-03 | 217.03 | 28.37 | 0.35 | 42.86 |
| 2026-09-02 | 209.69 | 28.72 | 0.35 | 44.05 |
| 2026-09-01 | 212.04 | 29.77 | 0.36 | 47.01 |
| 2026-08-31 | 220.89 | 27.58 | 0.35 | 41.6 |
| 2026-08-28 | 221.54 | 32.05 | 0.37 | 52.59 |
| 2026-08-27 | 221.17 | 33.61 | 0.38 | 57.37 |
| 2026-08-26 | 211.68 | 26.51 | 0.34 | 40.64 |