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Valaris Limited VAL 80.69 1.77 2.24%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VAL / Comparative study
3 signals / 492 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.62
20.68
Mean
34.65
Window
-62.7%
ATM IV
z 0.03
0.52
Mean
0.52
Window
+15.4%
IV Percentile
z -0.11
57.49
Mean
60.6
Window
-35.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.48 | 0.76 |
| ATM IV | 0.48 | 1.00 | 0.65 |
| IV Percent... | 0.76 | 0.65 | 1.00 |
Source observations
Data inspector
1-50 of 492
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-11 | 80.69 | 20.68 | 0.52 | 57.49 |
| 2026-11-10 | 78.92 | 19.72 | 0.51 | 53.04 |
| 2026-11-09 | 78.55 | 24.98 | 0.56 | 74.39 |
| 2026-11-06 | 79.77 | 23.76 | 0.55 | 70.85 |
| 2026-11-05 | 77.32 | 25.81 | 0.56 | 78.54 |
| 2026-11-04 | 82.77 | 21.26 | 0.53 | 60.94 |
| 2026-11-03 | 89.99 | 23.77 | 0.55 | 71.09 |
| 2026-11-02 | 94.69 | 31.64 | 0.61 | 89.8 |
| 2026-10-30 | 105.31 | 21 | 0.52 | 61.18 |
| 2026-10-29 | 101.71 | 23.4 | 0.54 | 69.29 |
| 2026-10-28 | 101.63 | 24.57 | 0.55 | 73.12 |
| 2026-10-27 | 98.21 | 23.57 | 0.54 | 71.54 |
| 2026-10-26 | 99.18 | 19.05 | 0.51 | 48.41 |
| 2026-10-23 | 97.33 | 27.77 | 0.58 | 81.82 |
| 2026-10-22 | 92.19 | 22.01 | 0.53 | 65.22 |
| 2026-10-21 | 91.72 | 12.62 | 0.46 | 16.21 |
| 2026-10-20 | 88.35 | 19.15 | 0.51 | 52.17 |
| 2026-10-19 | 89.39 | 19.08 | 0.51 | 48.81 |
| 2026-10-15 | 83.75 | 19.9 | 0.52 | 55.12 |
| 2026-10-14 | 84.73 | 23.15 | 0.54 | 68.11 |
| 2026-10-13 | 85.55 | 19.95 | 0.52 | 55.12 |
| 2026-10-12 | 84.94 | 17.94 | 0.5 | 36.36 |
| 2026-10-09 | 83.65 | 16.24 | 0.49 | 28.35 |
| 2026-10-08 | 83.96 | 15.59 | 0.48 | 24.8 |
| 2026-10-07 | 81.85 | 11.49 | 0.45 | 11.42 |
| 2026-10-06 | 82 | 17.59 | 0.5 | 34.65 |
| 2026-10-05 | 83.49 | 15.37 | 0.48 | 23.72 |
| 2026-10-02 | 78.39 | 20.87 | 0.52 | 59.84 |
| 2026-10-01 | 79.56 | 15.9 | 0.48 | 25.2 |
| 2026-09-30 | 78.52 | 7.75 | 0.42 | 5.12 |
| 2026-09-29 | 78.45 | 16.13 | 0.49 | 26.38 |
| 2026-09-28 | 79.62 | 15.73 | 0.48 | 24.9 |
| 2026-09-25 | 80.99 | 12.65 | 0.46 | 16.14 |
| 2026-09-24 | 81.79 | 7.34 | 0.42 | 4.35 |
| 2026-09-23 | 82.57 | 13.11 | 0.46 | 18.18 |
| 2026-09-22 | 82.72 | 13.62 | 0.47 | 20.16 |
| 2026-09-21 | 81.79 | 18.83 | 0.51 | 46.03 |
| 2026-09-18 | 83.76 | 12.75 | 0.46 | 17.39 |
| 2026-09-17 | 84.05 | 14.42 | 0.47 | 23.32 |
| 2026-09-16 | 82.52 | 16.95 | 0.49 | 30.43 |
| 2026-09-15 | 88.23 | 12.91 | 0.46 | 19.37 |
| 2026-09-14 | 81.27 | 12.07 | 0.45 | 15.87 |
| 2026-09-11 | 83.73 | 17.26 | 0.49 | 32.41 |
| 2026-09-10 | 85.71 | 13.42 | 0.46 | 21.34 |
| 2026-09-09 | 84.96 | 17.19 | 0.49 | 31.62 |
| 2026-09-08 | 85.51 | 17.84 | 0.5 | 35.57 |
| 2026-09-04 | 86.74 | 11.15 | 0.45 | 14.62 |
| 2026-09-03 | 89.74 | 11.57 | 0.45 | 16.6 |
| 2026-09-02 | 92.52 | 14.41 | 0.47 | 24.9 |
| 2026-09-01 | 88.04 | 9.23 | 0.43 | 6.35 |