Closed
⌘K
Sign in Sign up

Cambria Tail Risk ETF TAIL 9.97 0.01 0.1%

TAIL Historical Options Analysis

Explore TAIL (Cambria Tail Risk ETF) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

TAIL / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.32
12.33
Mean
19.53
Window
-45.3%
ATM IV z -0.11
1.31
Mean
1.47
Window
-35.4%
IV Percentile z 0.34
60.5
Mean
50.06
Window
-23.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.93 0.79
ATM IV 0.93 1.00 0.84
IV Percent... 0.79 0.84 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 9.97 12.33 1.31 60.5
2026-09-18 9.96 4.68 0.6 31.8
2026-09-17 10.1 2.35 0.39 17.15
2026-09-16 10.12 2.26 0.38 16.74
2026-09-15 10.12 2.17 0.37 15.48
2026-09-14 10.11 2.19 0.37 15.55
2026-09-11 10.1 2.02 0.36 14.23
2026-09-10 10.17 1.62 0.32 11.72
2026-09-09 10.21 1.37 0.3 8.37
2026-09-08 10.22 1.32 0.29 7.53
2026-09-07 10.21 1.26 0.29 6.72
2026-09-04 10.21 1.19 0.28 5.86
2026-09-03 10.19 6.11 0.74 35.56
2026-09-02 10.22 5.97 0.72 34.31
2026-09-01 10.25 5.72 0.7 33.61
2026-08-31 10.24 5.39 0.67 33.33
2026-08-28 10.27 4.72 0.61 28.15
2026-08-27 10.32 4.76 0.61 28.57
2026-08-26 10.35 34.53 3.35 81.51
2026-08-25 10.38 33.6 3.27 80.67
2026-08-24 10.34 33.06 3.22 80.17
2026-08-21 10.31 4.57 0.59 28.99
2026-08-20 10.36 30.47 2.98 79.41
2026-08-19 10.39 29.84 2.92 78.99
2026-08-18 10.37 3.27 0.47 19.33
2026-08-17 10.33 3.11 0.46 16.46
2026-08-14 10.34 3.12 0.46 16.81
2026-08-13 10.36 3.54 0.5 20.59
2026-08-12 10.34 26.88 2.65 76.47
2026-08-11 10.35 2.86 0.44 15.55
2026-08-10 10.33 2.63 0.41 14.35
2026-08-07 10.37 4.79 0.61 31.51
2026-08-06 10.36 4.23 0.56 30.25
2026-08-05 10.39 4.18 0.56 29.41
2026-08-04 10.4 2.99 0.45 15.97
2026-08-03 10.39 4.71 0.61 30.8
2026-07-31 10.44 22.3 2.23 70.59
2026-07-30 10.5 1.17 0.28 5.46
2026-07-29 10.61 6.56 0.78 38.24
2026-07-28 10.55 1.4 0.3 7.14
2026-07-27 10.54 1.49 0.31 7.59
2026-07-24 10.54 0.95 0.26 3.36
2026-07-23 10.54 -- -- --
2026-07-22 10.49 0.72 0.24 2.51
2026-07-21 10.52 0.53 0.22 0.84
2026-07-20 10.58 0.83 0.25 2.1
2026-07-17 10.63 5.98 0.72 38.08
2026-07-16 10.56 5.35 0.67 37.24
2026-07-15 10.55 0.58 0.23 0.84
2026-07-14 10.53 5.32 0.66 37.24