iShares MSCI USA Size Factor SIZE 177.9 1.54 0.87%
SIZE Historical Options Analysis
Explore SIZE (iShares MSCI USA Size Factor) 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
SIZE / Comparative study
3 signals / 504 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.98
26.52
Mean
12.35
Window
+96.2%
ATM IV
z -0.55
0.14
Mean
0.33
Window
-69.5%
IV Percentile
z -0.24
35.42
Mean
43.53
Window
-58.6%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.83 | 0.73 |
| ATM IV | 0.83 | 1.00 | 0.68 |
| IV Percent... | 0.73 | 0.68 | 1.00 |
Source observations
Data inspector
1-50 of 504
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 177.9 | 26.52 | 0.14 | 35.42 |
| 2026-09-18 | 176.36 | 10.61 | 0.11 | 9.13 |
| 2026-09-17 | 177.41 | 7.01 | 0.08 | 2.49 |
| 2026-09-16 | 176.28 | 7.5 | 0.08 | 2.49 |
| 2026-09-15 | 177.46 | 9.6 | 0.1 | 4.56 |
| 2026-09-14 | 179.28 | 11.89 | 0.13 | 15.83 |
| 2026-09-11 | 179.22 | 12.81 | 0.14 | 29.88 |
| 2026-09-10 | 177.94 | 10.73 | 0.11 | 8.71 |
| 2026-09-09 | 179.33 | 12.71 | 0.14 | 29.05 |
| 2026-09-08 | 181.07 | 11.41 | 0.12 | 11.62 |
| 2026-09-07 | 182.84 | 13.51 | 0.14 | 33.75 |
| 2026-09-04 | 182.84 | 12.98 | 0.14 | 29.88 |
| 2026-09-03 | 183.44 | 13.98 | 0.15 | 37.76 |
| 2026-09-02 | 181.63 | 14.51 | 0.15 | 40.25 |
| 2026-09-01 | 180.8 | 12.03 | 0.13 | 15 |
| 2026-08-31 | 182.76 | 12.43 | 0.13 | 17.57 |
| 2026-08-28 | 183.85 | 16.93 | 0.18 | 54.58 |
| 2026-08-27 | 185.05 | 13.9 | 0.15 | 36.25 |
| 2026-08-26 | 184.96 | 0.02 | 0.00109 | 0.42 |
| 2026-08-25 | 184.53 | 29.79 | 0.32 | 90.83 |
| 2026-08-24 | 184.7 | 24.9 | 0.26 | 85.77 |
| 2026-08-21 | 184.89 | 27.52 | 0.29 | 88.75 |
| 2026-08-20 | 184.34 | 33.65 | 0.36 | 95 |
| 2026-08-19 | 184.93 | 30.91 | 0.33 | 92.92 |
| 2026-08-18 | 184.11 | 32 | 0.34 | 94.58 |
| 2026-08-17 | 185.25 | 29.88 | 0.32 | 92.47 |
| 2026-08-14 | 186.43 | 28.56 | 0.3 | 91.67 |
| 2026-08-13 | 186.93 | -- | -- | -- |
| 2026-08-12 | 185.38 | 20.83 | 0.22 | 76.76 |
| 2026-08-11 | 185.08 | 17.19 | 0.18 | 58.09 |
| 2026-08-10 | 184.26 | 22.84 | 0.24 | 81.67 |
| 2026-08-07 | 184.29 | 0.05 | 0.00146 | 0.41 |
| 2026-08-06 | 182.35 | 23.29 | 0.25 | 84.65 |
| 2026-08-05 | 182.88 | 27.93 | 0.3 | 91.29 |
| 2026-08-04 | 183.72 | -- | -- | -- |
| 2026-08-03 | 180.83 | 0.06 | 0.00152 | 0.41 |
| 2026-07-31 | 178.53 | 20.44 | 0.22 | 76.86 |
| 2026-07-30 | 179.16 | 15.62 | 0.17 | 51.24 |
| 2026-07-29 | 179.1 | 28.53 | 0.3 | 91.74 |
| 2026-07-28 | 181.05 | 0.06 | 0.00160 | 0.41 |
| 2026-07-27 | 179.23 | 14.38 | 0.15 | 41.49 |
| 2026-07-24 | 177.78 | 14.8 | 0.16 | 45.45 |
| 2026-07-23 | 176.67 | 17.02 | 0.18 | 59.92 |
| 2026-07-22 | 177.31 | 19.64 | 0.21 | 75.21 |
| 2026-07-21 | 177.46 | 17.41 | 0.19 | 62.4 |
| 2026-07-20 | 177.15 | 24.03 | 0.26 | 87.14 |
| 2026-07-17 | 178.06 | 18.99 | 0.2 | 72.73 |
| 2026-07-16 | 179.24 | -- | -- | -- |
| 2026-07-15 | 179.56 | -- | -- | -- |
| 2026-07-14 | 178.69 | 23.07 | 0.25 | 84.02 |