Victorias Secret & Co VSXY 75.65 2.26 3.08%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VSXY / Comparative study
3 signals / 63 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.94
2.97
Mean
68.92
Window
-97.0%
ATM IV
z -1.59
0.55
Mean
0.7
Window
-14.7%
IV Percentile
z -1.87
3.23
Mean
70.09
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.74 | 0.97 |
| ATM IV | 0.74 | 1.00 | 0.76 |
| IV Percent... | 0.97 | 0.76 | 1.00 |
Source observations
Data inspector
1-50 of 63
- 1 / 2
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 75.65 | 2.97 | 0.55 | 3.23 |
| 2026-09-10 | 73.39 | 3.39 | 0.55 | 3.28 |
| 2026-09-09 | 75.72 | 5.69 | 0.56 | 5 |
| 2026-09-08 | 78.47 | 4.03 | 0.55 | 3.39 |
| 2026-09-07 | 75.56 | 7.67 | 0.56 | 3.45 |
| 2026-09-04 | 75.56 | 0 | 0.54 | 0 |
| 2026-09-03 | 73.64 | 0 | 0.55 | 0 |
| 2026-09-02 | 84.81 | 59.79 | 0.78 | 69.09 |
| 2026-09-01 | 84.17 | 45.26 | 0.73 | 61.11 |
| 2026-08-31 | 85.41 | 100 | 0.91 | 100 |
| 2026-08-28 | 87.85 | 100 | 0.89 | 100 |
| 2026-08-27 | 89.71 | 100 | 0.87 | 100 |
| 2026-08-26 | 90.79 | 99.33 | 0.86 | 98 |
| 2026-08-25 | 87.36 | 90.16 | 0.83 | 97.96 |
| 2026-08-24 | 87.12 | 100 | 0.86 | 100 |
| 2026-08-21 | 85.39 | 88.01 | 0.79 | 91.49 |
| 2026-08-20 | 86.8 | 91.84 | 0.8 | 93.48 |
| 2026-08-19 | 88.61 | 87.84 | 0.79 | 93.33 |
| 2026-08-18 | 83.93 | 84.85 | 0.79 | 88.64 |
| 2026-08-17 | 84.1 | 83.25 | 0.78 | 86.05 |
| 2026-08-14 | 89.02 | 67.45 | 0.74 | 78.57 |
| 2026-08-13 | 91.06 | 86.92 | 0.79 | 92.68 |
| 2026-08-12 | 93.02 | 99.42 | 0.82 | 97.5 |
| 2026-08-11 | 94.16 | 81.57 | 0.78 | 89.74 |
| 2026-08-10 | 99.97 | 85.64 | 0.79 | 94.74 |
| 2026-08-07 | 98.54 | 74 | 0.76 | 89.19 |
| 2026-08-06 | 93.52 | 78.42 | 0.77 | 91.67 |
| 2026-08-05 | 89.86 | 100 | 0.82 | 100 |
| 2026-08-04 | 89.21 | 100 | 0.82 | 100 |
| 2026-08-03 | 89.11 | 100 | 0.79 | 100 |
| 2026-07-31 | 88.68 | 84.32 | 0.71 | 96.88 |
| 2026-07-30 | 88.24 | 65.3 | 0.68 | 80.65 |
| 2026-07-29 | 89.13 | 81.77 | 0.7 | 96.67 |
| 2026-07-28 | 89.31 | 100 | 0.73 | 100 |
| 2026-07-27 | 85.32 | 97.11 | 0.68 | 96.43 |
| 2026-07-24 | 83.55 | 93.58 | 0.68 | 96.3 |
| 2026-07-23 | 82.79 | 100 | 0.69 | 100 |
| 2026-07-22 | 87.34 | 70.74 | 0.65 | 64 |
| 2026-07-21 | 87.09 | 65.29 | 0.64 | 54.17 |
| 2026-07-20 | 87.41 | 100 | 0.68 | 100 |
| 2026-07-17 | 81.45 | 97.5 | 0.67 | 90.91 |
| 2026-07-16 | 82.38 | 51.32 | 0.63 | 33.33 |
| 2026-07-15 | 84.38 | 78.89 | 0.66 | 70 |
| 2026-07-14 | 81.92 | 100 | 0.68 | 100 |
| 2026-07-13 | 78.98 | 100 | 0.68 | 100 |
| 2026-07-10 | 78.36 | 77.14 | 0.65 | 76.47 |
| 2026-07-09 | 76.19 | 76.94 | 0.65 | 75 |
| 2026-07-08 | 76.58 | 97.42 | 0.67 | 93.33 |
| 2026-07-07 | 78.25 | 93.09 | 0.66 | 92.86 |
| 2026-07-02 | 76.71 | 91.27 | 0.66 | 92.31 |