Sandisk Corporation Common Stock SNDK 1037.4 -89.12 -7.91% Regime: Trend Down (95%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SNDK / Comparative study
3 signals / 412 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.87
22.1
Mean
45.13
Window
-74.3%
ATM IV
z -0.41
0.77
Mean
0.87
Window
+34.2%
IV Percentile
z -1.19
17.97
Mean
57.84
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.80 | 0.87 |
| ATM IV | 0.80 | 1.00 | 0.76 |
| IV Percent... | 0.87 | 0.76 | 1.00 |
Source observations
Data inspector
1-50 of 412
- 1 / 9
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 1.04K | 22.1 | 0.77 | 17.97 |
| 2026-11-03 | 1.13K | 21.2 | 0.76 | 16.41 |
| 2026-11-02 | 1.08K | 27.04 | 0.82 | 20.78 |
| 2026-10-30 | 1.15K | 23.08 | 0.78 | 18.04 |
| 2026-10-29 | 1.33K | 19.54 | 0.74 | 14.17 |
| 2026-10-28 | 1.40K | 20.58 | 0.75 | 14.62 |
| 2026-10-27 | 1.30K | 21.95 | 0.77 | 16.6 |
| 2026-10-26 | 1.26K | 24.03 | 0.79 | 17.86 |
| 2026-10-23 | 1.24K | 20.69 | 0.75 | 15.02 |
| 2026-10-22 | 1.26K | 23.7 | 0.78 | 17 |
| 2026-10-21 | 1.38K | 18.78 | 0.73 | 13.04 |
| 2026-10-20 | 1.37K | 19.23 | 0.74 | 13.44 |
| 2026-10-19 | 1.37K | 18.85 | 0.74 | 13.1 |
| 2026-10-15 | 1.39K | 16.25 | 0.71 | 11.07 |
| 2026-10-14 | 1.40K | 15.27 | 0.7 | 9.09 |
| 2026-10-13 | 1.48K | 12.58 | 0.67 | 3.95 |
| 2026-10-12 | 1.49K | 9.08 | 0.64 | 2.38 |
| 2026-10-09 | 1.58K | 9 | 0.64 | 1.98 |
| 2026-10-08 | 1.61K | 10.45 | 0.65 | 2.37 |
| 2026-10-07 | 1.69K | 9.45 | 0.64 | 1.98 |
| 2026-10-06 | 1.66K | 7.49 | 0.62 | 0.79 |
| 2026-10-05 | 1.70K | 8.36 | 0.63 | 1.19 |
| 2026-10-02 | 1.72K | 7.55 | 0.62 | 0.79 |
| 2026-10-01 | 1.79K | 13.79 | 0.68 | 1.98 |
| 2026-09-30 | 1.74K | 18.67 | 0.73 | 8.3 |
| 2026-09-29 | 1.73K | 14.75 | 0.69 | 4.35 |
| 2026-09-28 | 1.71K | 14.07 | 0.69 | 3.17 |
| 2026-09-25 | 1.78K | 15.02 | 0.7 | 4.35 |
| 2026-09-24 | 1.75K | 16.13 | 0.71 | 5.56 |
| 2026-09-23 | 1.82K | 18.44 | 0.73 | 5.95 |
| 2026-09-22 | 1.89K | 23.01 | 0.78 | 8.73 |
| 2026-09-21 | 1.77K | 17.67 | 0.72 | 5.58 |
| 2026-09-18 | 1.79K | 15.81 | 0.7 | 5.16 |
| 2026-09-17 | 1.61K | 14.1 | 0.69 | 3.17 |
| 2026-09-16 | 1.52K | 13.95 | 0.69 | 2.78 |
| 2026-09-15 | 1.53K | 13.62 | 0.68 | 1.59 |
| 2026-09-14 | 1.55K | 13.91 | 0.69 | 1.99 |
| 2026-09-11 | 1.63K | 12.92 | 0.68 | 1.98 |
| 2026-09-10 | 1.69K | 18.58 | 0.73 | 5.56 |
| 2026-09-09 | 1.76K | 21.07 | 0.76 | 6.75 |
| 2026-09-08 | 1.74K | 24.34 | 0.79 | 9.13 |
| 2026-09-04 | 1.74K | 21.97 | 0.75 | 7.54 |
| 2026-09-03 | 1.55K | 17.1 | 0.69 | 4.37 |
| 2026-09-02 | 1.55K | 17.99 | 0.69 | 5.56 |
| 2026-09-01 | 1.54K | 18.47 | 0.7 | 5.58 |
| 2026-08-31 | 1.57K | 17.88 | 0.69 | 4.8 |
| 2026-08-28 | 1.48K | 19.27 | 0.66 | 5.18 |
| 2026-08-27 | 1.48K | 23.38 | 0.7 | 5.98 |
| 2026-08-26 | 1.50K | 27.77 | 0.75 | 7.17 |
| 2026-08-25 | 1.48K | 28.91 | 0.76 | 8.37 |