iShares MSCI USA Value Factor VLUE 201.95 2.09 1.05%
VLUE Historical Options Analysis
Explore VLUE (iShares MSCI USA Value Factor) 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
VLUE / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.06
10.46
Mean
9.66
Window
+6.3%
ATM IV
z -0.41
0.21
Mean
0.3
Window
-31.8%
IV Percentile
z -1.19
18.29
Mean
51.03
Window
-71.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.79 | 0.58 |
| ATM IV | 0.79 | 1.00 | 0.66 |
| IV Percent... | 0.58 | 0.66 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 201.95 | 10.46 | 0.21 | 18.29 |
| 2026-09-18 | 199.86 | 3.87 | 0.21 | 20.24 |
| 2026-09-17 | 200.21 | 4.34 | 0.22 | 25.51 |
| 2026-09-16 | 196.69 | 2.89 | 0.18 | 9.72 |
| 2026-09-15 | 199.43 | 4.47 | 0.23 | 26.72 |
| 2026-09-14 | 200.64 | 5.96 | 0.28 | 71.95 |
| 2026-09-11 | 203.19 | 5.5 | 0.26 | 47.77 |
| 2026-09-10 | 200.89 | 5.01 | 0.25 | 34.82 |
| 2026-09-09 | 203.3 | 5.55 | 0.26 | 47.77 |
| 2026-09-08 | 203.25 | 4.4 | 0.23 | 26.32 |
| 2026-09-07 | 205.51 | 6.04 | 0.28 | 72.76 |
| 2026-09-04 | 205.51 | 5.75 | 0.27 | 53.04 |
| 2026-09-03 | 203.87 | 5.2 | 0.25 | 38.46 |
| 2026-09-02 | 202.08 | 4.86 | 0.24 | 33.6 |
| 2026-09-01 | 199.71 | 6.26 | 0.29 | 74.39 |
| 2026-08-31 | 201.54 | 5.01 | 0.25 | 35.1 |
| 2026-08-28 | 201.29 | 4.7 | 0.24 | 30.89 |
| 2026-08-27 | 201.3 | 4.53 | 0.23 | 28.05 |
| 2026-08-26 | 201.85 | 6.27 | 0.29 | 74.39 |
| 2026-08-25 | 201.17 | 6.61 | 0.3 | 77.24 |
| 2026-08-24 | 200.13 | 7.74 | 0.34 | 83.27 |
| 2026-08-21 | 202.52 | 6.51 | 0.3 | 77.64 |
| 2026-08-20 | 201.6 | 6.28 | 0.29 | 76.02 |
| 2026-08-19 | 201.01 | 6.62 | 0.3 | 78.05 |
| 2026-08-18 | 200.57 | 5.69 | 0.27 | 53.66 |
| 2026-08-17 | 204.03 | 5.66 | 0.27 | 53.06 |
| 2026-08-14 | 204.08 | 5.77 | 0.27 | 56.1 |
| 2026-08-13 | 202.88 | 5.26 | 0.25 | 43.5 |
| 2026-08-12 | 200.26 | 5.04 | 0.25 | 39.43 |
| 2026-08-11 | 197.77 | 5.39 | 0.26 | 47.56 |
| 2026-08-10 | 197.49 | 5.46 | 0.26 | 49.39 |
| 2026-08-07 | 197.63 | 5.06 | 0.25 | 41.46 |
| 2026-08-06 | 196.2 | 5.46 | 0.26 | 49.59 |
| 2026-08-05 | 197.34 | 6.12 | 0.28 | 75.2 |
| 2026-08-04 | 198 | 4.15 | 0.22 | 30.49 |
| 2026-08-03 | 192.91 | 6.04 | 0.28 | 75.1 |
| 2026-07-31 | 191.14 | 7.35 | 0.32 | 80.89 |
| 2026-07-30 | 193.33 | 6.13 | 0.28 | 76.02 |
| 2026-07-29 | 188.17 | 7.66 | 0.33 | 82.93 |
| 2026-07-28 | 193.61 | 5.83 | 0.27 | 71.95 |
| 2026-07-27 | 195.36 | 6.03 | 0.28 | 76.33 |
| 2026-07-24 | 194.64 | 5.56 | 0.26 | 54.07 |
| 2026-07-23 | 195.6 | 5.72 | 0.27 | 57.72 |
| 2026-07-22 | 195.49 | 5.83 | 0.27 | 72.76 |
| 2026-07-21 | 195.08 | 5.27 | 0.26 | 49.19 |
| 2026-07-20 | 188.97 | 6.29 | 0.29 | 77.55 |
| 2026-07-17 | 189.35 | 5.49 | 0.26 | 54.47 |
| 2026-07-16 | 189.91 | 5.23 | 0.25 | 49.19 |
| 2026-07-15 | 191.25 | 5.87 | 0.27 | 74.39 |
| 2026-07-14 | 195.3 | 6.02 | 0.28 | 76.83 |