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Two Harbors Investment Corp TWO 12.18 0.0 0.0%

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

TWO / Comparative study

3 signals / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.50
24.48
Mean
34.25
Window
-5.1%
ATM IV z 0.44
0.45
Mean
0.36
Window
+115.5%
IV Percentile z 0.01
62.35
Mean
62.01
Window
+214.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.52 0.73
ATM IV 0.52 1.00 0.64
IV Percent... 0.73 0.64 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 12.18 24.48 0.45 62.35
2026-09-10 12.18 22.6 0.42 58.04
2026-09-09 12.18 21.02 0.39 53.33
2026-09-08 12.18 19.69 0.37 50.2
2026-09-07 12.18 18.53 0.35 47.64
2026-09-04 12.18 15.81 0.31 38.04
2026-09-03 12.18 15.08 0.3 32.94
2026-09-02 12.18 17.83 0.34 44.71
2026-09-01 12.18 17.11 0.33 42.52
2026-08-31 12.18 9.15 0.21 5.53
2026-08-28 12.18 4.86 0.14 2.36
2026-08-27 12.18 4.62 0.13 1.97
2026-08-26 12.18 4.38 0.13 1.57
2026-08-25 12.18 29.83 0.53 73.23
2026-08-24 12.18 28.85 0.52 72.33
2026-08-21 12.05 27.81 0.5 70.87
2026-08-20 12.04 25.18 0.46 66.14
2026-08-19 12.01 23.89 0.44 61.42
2026-08-18 11.99 46.2 0.79 94.49
2026-08-17 12.01 28.01 0.51 71.94
2026-08-14 12.04 44.5 0.77 93.31
2026-08-13 12.03 9.53 0.21 4.72
2026-08-12 12.04 20.93 0.39 56.3
2026-08-11 11.99 41.94 0.73 90.16
2026-08-10 12.03 27.66 0.5 72.33
2026-08-07 12.12 23.99 0.44 63.78
2026-08-06 12.03 21.74 0.41 60.24
2026-08-05 12.03 21.83 0.41 60.63
2026-08-04 12.07 21.91 0.41 61.02
2026-08-03 12.05 18.56 0.36 53.75
2026-07-31 12.09 18.23 0.35 52.76
2026-07-30 12.11 18.21 0.35 52.76
2026-07-29 12.1 17.86 0.34 51.57
2026-07-28 12.1 18.4 0.35 53.15
2026-07-27 12.12 24.25 0.45 64.43
2026-07-24 12.1 0 0.06 0
2026-07-23 12.09 17.14 0.35 53.15
2026-07-22 12.1 23.76 0.45 67.32
2026-07-21 12.1 14.99 0.32 48.03
2026-07-20 12.1 31.94 0.58 76.28
2026-07-17 12.09 17.72 0.36 54.72
2026-07-16 12.1 0.9 0.1 0.79
2026-07-15 12.09 0.76 0.09 0.39
2026-07-14 12.11 14.76 0.31 45.28
2026-07-13 12.08 0 0.08 0
2026-07-10 12.08 42.92 0.79 94.49
2026-07-09 12.07 38.2 0.72 89.37
2026-07-08 12.07 36.7 0.69 87.01
2026-07-07 12.08 34.03 0.65 84.65
2026-07-02 12.07 11.74 0.32 48.63