Sundial Growers Inc SNDL 1.38 0.01 0.67%
SNDL Historical Options Analysis
Explore SNDL (Sundial Growers Inc) 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
SNDL / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.19
8.83
Mean
11.12
Window
--
ATM IV
z 0.20
1.05
Mean
0.96
Window
+111.3%
IV Percentile
z 0.33
65.6
Mean
55.92
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.88 | 0.45 |
| ATM IV | 0.88 | 1.00 | 0.55 |
| IV Percent... | 0.45 | 0.55 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 1.38 | 8.83 | 1.05 | 65.6 |
| 2026-09-18 | 1.37 | 8.94 | 1.06 | 66.14 |
| 2026-09-17 | 1.36 | 8.62 | 1.04 | 62.95 |
| 2026-09-16 | 1.38 | 7.13 | 0.96 | 44.62 |
| 2026-09-15 | 1.35 | 8.01 | 1.01 | 57.77 |
| 2026-09-14 | 1.37 | 7.34 | 0.97 | 48 |
| 2026-09-11 | 1.34 | 7.89 | 1 | 55.38 |
| 2026-09-10 | 1.34 | 7.7 | 0.99 | 53.39 |
| 2026-09-09 | 1.4 | 6.01 | 0.9 | 34.66 |
| 2026-09-08 | 1.44 | 3.46 | 0.76 | 11.95 |
| 2026-09-07 | 1.44 | 3.73 | 0.77 | 14 |
| 2026-09-04 | 1.44 | 3.21 | 0.75 | 9.96 |
| 2026-09-03 | 1.41 | 4.09 | 0.79 | 15.94 |
| 2026-09-02 | 1.42 | 4.06 | 0.79 | 15.14 |
| 2026-09-01 | 1.36 | 5.25 | 0.86 | 24.4 |
| 2026-08-31 | 1.37 | 5.8 | 0.89 | 30.52 |
| 2026-08-28 | 1.35 | 7.6 | 0.99 | 52 |
| 2026-08-27 | 1.35 | 7.37 | 0.97 | 49.2 |
| 2026-08-26 | 1.38 | 5.98 | 0.9 | 34 |
| 2026-08-25 | 1.37 | 5.63 | 0.88 | 28 |
| 2026-08-24 | 1.36 | 5.75 | 0.88 | 30.12 |
| 2026-08-21 | 1.37 | 3.48 | 0.76 | 12 |
| 2026-08-20 | 1.33 | 5.93 | 0.89 | 34 |
| 2026-08-19 | 1.31 | 5.66 | 0.88 | 29.6 |
| 2026-08-18 | 1.23 | 9.03 | 1.06 | 66.8 |
| 2026-08-17 | 1.23 | 8.73 | 1.05 | 65.06 |
| 2026-08-14 | 1.26 | 7 | 0.95 | 46 |
| 2026-08-13 | 1.25 | 7.62 | 0.99 | 53.2 |
| 2026-08-12 | 1.26 | 6.94 | 0.95 | 46.4 |
| 2026-08-11 | 1.3 | 5.88 | 0.89 | 35.6 |
| 2026-08-10 | 1.22 | 8.21 | 1.02 | 61.85 |
| 2026-08-07 | 1.23 | 7.22 | 0.96 | 49.2 |
| 2026-08-06 | 1.2 | 7.72 | 0.99 | 55.2 |
| 2026-08-05 | 1.21 | 8 | 1.01 | 58.8 |
| 2026-08-04 | 1.21 | 7.27 | 0.97 | 51.2 |
| 2026-08-03 | 1.23 | 14.95 | 1.39 | 90.36 |
| 2026-07-31 | 1.23 | 14.47 | 1.36 | 90.4 |
| 2026-07-30 | 1.25 | 13.37 | 1.3 | 87.2 |
| 2026-07-29 | 1.2 | 14.96 | 1.39 | 90.8 |
| 2026-07-28 | 1.22 | 13.33 | 1.3 | 87.6 |
| 2026-07-27 | 1.35 | 6.85 | 0.94 | 48.19 |
| 2026-07-24 | 1.25 | 10.25 | 1.13 | 74.4 |
| 2026-07-23 | 1.25 | 9.23 | 1.07 | 69.6 |
| 2026-07-22 | 1.27 | 8 | 1.01 | 60.8 |
| 2026-07-21 | 1.29 | 7.19 | 0.96 | 52.8 |
| 2026-07-20 | 1.28 | 6.86 | 0.95 | 50.6 |
| 2026-07-17 | 1.28 | 6.57 | 0.93 | 46.4 |
| 2026-07-16 | 1.29 | 5.84 | 0.89 | 40.4 |
| 2026-07-15 | 1.29 | 5.68 | 0.88 | 37.6 |
| 2026-07-14 | 1.3 | 4.65 | 0.82 | 27.6 |