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The Travelers Companies TRV 375.2 7.64 2.08%

Previous-day view · Fri Sep 11 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

TRV / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.10
39.8
Mean
37.53
Window
-38.6%
ATM IV z -0.02
0.23
Mean
0.23
Window
+3.5%
IV Percentile z -0.04
56.18
Mean
57.38
Window
-31.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.70 0.82
ATM IV 0.70 1.00 0.84
IV Percent... 0.82 0.84 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 375.2 39.8 0.23 56.18
2026-09-10 367.56 52.08 0.26 80.08
2026-09-09 366.85 43.52 0.24 63.75
2026-09-08 365.66 43.94 0.24 65.34
2026-09-07 369.35 35.27 0.22 45.6
2026-09-04 369.35 38.07 0.23 52.19
2026-09-03 374.34 42.8 0.24 62.15
2026-09-02 366.18 38.29 0.23 53.78
2026-09-01 363.92 37.91 0.23 52
2026-08-31 365.93 36.78 0.23 49.8
2026-08-28 369.9 26.5 0.2 20.4
2026-08-27 369.33 28.75 0.21 29.2
2026-08-26 371.15 33.06 0.22 42.8
2026-08-25 369.66 30.23 0.21 35.2
2026-08-24 370.55 27.4 0.21 25.3
2026-08-21 363.58 25.8 0.2 20
2026-08-20 364.49 28.06 0.21 27.6
2026-08-19 362.22 30.05 0.21 34.8
2026-08-18 367.93 28.21 0.21 28.8
2026-08-17 364.51 26.28 0.2 22.49
2026-08-14 370.36 27.16 0.21 26.4
2026-08-13 370 33.13 0.22 43.2
2026-08-12 370.16 27.92 0.21 28.8
2026-08-11 375.61 38.04 0.23 52.8
2026-08-10 375.62 41.67 0.24 58.63
2026-08-07 384.31 31.29 0.21 40.4
2026-08-06 386 38.56 0.23 54.8
2026-08-05 382.45 38.16 0.23 54.4
2026-08-04 377.15 42.39 0.24 61.2
2026-08-03 373.82 36.58 0.23 51.81
2026-07-31 374.36 30.41 0.21 39.2
2026-07-30 375.99 37.71 0.23 53.6
2026-07-29 389.01 51.56 0.26 79.2
2026-07-28 397.22 42.96 0.24 62.8
2026-07-27 390.35 40.24 0.23 59.44
2026-07-24 387.26 34.95 0.22 51.2
2026-07-23 376.37 34.9 0.22 50.8
2026-07-22 372.08 38.31 0.23 56.4
2026-07-21 369.63 37.78 0.23 55.6
2026-07-20 368.5 44.74 0.24 67.07
2026-07-17 368.98 49.1 0.25 76.8
2026-07-16 337.82 42.2 0.24 62
2026-07-15 329.19 46.31 0.25 69.6
2026-07-14 336.83 41.79 0.24 61.2
2026-07-13 341.51 38.88 0.23 58.23
2026-07-10 338.92 38.65 0.23 57.2
2026-07-09 337.48 36.99 0.23 55.2
2026-07-08 337.94 43.44 0.24 62.8
2026-07-07 343.73 26.87 0.2 30.4
2026-07-02 342.31 39.5 0.23 58.17