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Vulcan Materials Company(Holding Company) VMC 246.2 5.37 2.23%

VMC Historical Options Analysis

Explore VMC (Vulcan Materials Company(Holding Company)) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

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Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

VMC / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.42
22.96
Mean
31.91
Window
-7.3%
ATM IV z -0.02
0.27
Mean
0.27
Window
+25.4%
IV Percentile z -0.53
43.03
Mean
57.9
Window
-0.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.85
ATM IV 0.82 1.00 0.89
IV Percent... 0.85 0.89 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 246.2 22.96 0.27 43.03
2026-09-18 240.83 16.85 0.25 26.59
2026-09-17 244.5 19.99 0.26 33.33
2026-09-16 244.3 22.14 0.27 40.87
2026-09-15 249.2 21.21 0.27 36.9
2026-09-14 250.54 16.09 0.25 23.9
2026-09-11 252.74 21.02 0.27 36.51
2026-09-10 250.6 22.12 0.27 40.87
2026-09-09 249.89 19.6 0.26 34.52
2026-09-08 258.3 17.92 0.25 32.14
2026-09-07 262.63 17.31 0.25 29.88
2026-09-04 262.63 15.03 0.24 23.81
2026-09-03 260.23 13.69 0.24 22.62
2026-09-02 263.93 14.51 0.24 23.81
2026-09-01 259.69 13.47 0.24 22.71
2026-08-31 269.58 17.33 0.25 30
2026-08-28 274.51 14.15 0.24 23.9
2026-08-27 273.85 18.25 0.25 32.27
2026-08-26 273.74 16.16 0.25 27.49
2026-08-25 274.09 16.1 0.25 27.49
2026-08-24 275.94 15.34 0.24 25.2
2026-08-21 276.04 15.63 0.24 27.09
2026-08-20 270.67 17.44 0.25 31.08
2026-08-19 276.3 16.75 0.25 30.68
2026-08-18 271.65 17.71 0.25 31.47
2026-08-17 278.15 16.24 0.25 29.2
2026-08-14 282 12.57 0.23 23.9
2026-08-13 277.52 12.61 0.23 24.3
2026-08-12 280.38 18.61 0.26 33.07
2026-08-11 287.79 16.2 0.25 29.88
2026-08-10 285.34 21.04 0.27 36.8
2026-08-07 284.69 16.29 0.25 31.08
2026-08-06 281.63 21.82 0.27 38.65
2026-08-05 286.77 26.12 0.28 55.78
2026-08-04 285.1 25.49 0.28 53.39
2026-08-03 283.59 31.31 0.3 67.6
2026-07-31 268.57 31 0.3 67.33
2026-07-30 271.24 32.62 0.31 69.32
2026-07-29 283.92 32.78 0.31 69.72
2026-07-28 288.42 51.63 0.38 97.61
2026-07-27 284.49 52.61 0.38 98
2026-07-24 279.7 47.32 0.36 97.21
2026-07-23 274.93 44.19 0.35 94.82
2026-07-22 277.83 43.53 0.35 93.23
2026-07-21 276.75 45.83 0.36 96.41
2026-07-20 280.62 43.79 0.35 94.4
2026-07-17 288.33 43.64 0.35 94.42
2026-07-16 293.47 38.73 0.33 88.45
2026-07-15 289.11 41.25 0.34 92.43
2026-07-14 291.89 39.69 0.34 90.44