Valley National Bancorp VLY 13.84 0.04 0.29%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VLY / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.04
2.88
Mean
24.12
Window
-78.7%
ATM IV
z -1.12
0.25
Mean
0.36
Window
-42.1%
IV Percentile
z -1.03
4.37
Mean
35.72
Window
-86.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.63 | 0.83 |
| ATM IV | 0.63 | 1.00 | 0.63 |
| IV Percent... | 0.83 | 0.63 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-14 | 13.84 | 2.88 | 0.25 | 4.37 |
| 2026-09-11 | 13.8 | 2.9 | 0.25 | 5.14 |
| 2026-09-10 | 13.85 | 0.67 | 0.21 | 0.79 |
| 2026-09-09 | 13.76 | 4.24 | 0.27 | 8.3 |
| 2026-09-08 | 13.92 | 3.61 | 0.26 | 5.53 |
| 2026-09-07 | 14.03 | 6.93 | 0.31 | 29.76 |
| 2026-09-04 | 14.03 | 6.23 | 0.3 | 22.53 |
| 2026-09-03 | 13.9 | 1.31 | 0.22 | 1.19 |
| 2026-09-02 | 13.81 | 0 | 0.2 | 0 |
| 2026-09-01 | 13.38 | 2.35 | 0.25 | 2.78 |
| 2026-08-31 | 13.64 | 7.01 | 0.32 | 35.46 |
| 2026-08-28 | 13.92 | 2.43 | 0.25 | 3.17 |
| 2026-08-27 | 13.95 | 4.6 | 0.28 | 9.92 |
| 2026-08-26 | 14.09 | 5.7 | 0.3 | 18.65 |
| 2026-08-25 | 14.1 | 4.85 | 0.29 | 11.11 |
| 2026-08-24 | 14.1 | 4.13 | 0.27 | 6.37 |
| 2026-08-21 | 14.16 | 5.47 | 0.29 | 14.68 |
| 2026-08-20 | 14.12 | 4.88 | 0.29 | 10.71 |
| 2026-08-19 | 14.44 | 3.24 | 0.26 | 3.97 |
| 2026-08-18 | 14.86 | 0 | 0.21 | 0 |
| 2026-08-17 | 14.94 | 1.99 | 0.25 | 3.19 |
| 2026-08-14 | 15.01 | 0 | 0.22 | 0 |
| 2026-08-13 | 15.02 | 0 | 0.23 | 0 |
| 2026-08-12 | 14.93 | 3.43 | 0.28 | 5.56 |
| 2026-08-11 | 14.77 | 1.35 | 0.24 | 1.19 |
| 2026-08-10 | 14.65 | 3.61 | 0.28 | 5.98 |
| 2026-08-07 | 14.55 | 70.15 | 1.32 | 99.6 |
| 2026-08-06 | 14.47 | 3.75 | 0.28 | 6.75 |
| 2026-08-05 | 14.77 | 6.64 | 0.33 | 39.68 |
| 2026-08-04 | 14.88 | 4.94 | 0.3 | 18.25 |
| 2026-08-03 | 14.5 | 3.83 | 0.28 | 7.17 |
| 2026-07-31 | 14.29 | 5.69 | 0.31 | 27.78 |
| 2026-07-30 | 14.32 | 5.66 | 0.31 | 26.59 |
| 2026-07-29 | 14.28 | 5.69 | 0.31 | 27.38 |
| 2026-07-28 | 14.49 | 4.3 | 0.29 | 11.51 |
| 2026-07-27 | 14.35 | 5.51 | 0.31 | 24.7 |
| 2026-07-24 | 14.34 | 3.72 | 0.28 | 6.75 |
| 2026-07-23 | 14.45 | 4.85 | 0.3 | 15.87 |
| 2026-07-22 | 14.52 | 7.26 | 0.34 | 47.62 |
| 2026-07-21 | 14.68 | 9.11 | 0.36 | 65.48 |
| 2026-07-20 | 14.67 | 9.02 | 0.36 | 64.94 |
| 2026-07-17 | 14.95 | 7.33 | 0.34 | 49.21 |
| 2026-07-16 | 15.19 | 5.24 | 0.3 | 21.83 |
| 2026-07-15 | 14.84 | 7.56 | 0.34 | 50.79 |
| 2026-07-14 | 14.58 | 8.36 | 0.35 | 59.13 |
| 2026-07-13 | 14.55 | 8.78 | 0.36 | 63.35 |
| 2026-07-10 | 14.64 | 8.49 | 0.36 | 60.71 |
| 2026-07-09 | 14.66 | 8.68 | 0.36 | 62.3 |
| 2026-07-08 | 14.47 | 8.26 | 0.35 | 59.92 |
| 2026-07-07 | 14.87 | 7.17 | 0.33 | 48.02 |