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Warby Parker Inc WRBY 29.9 -0.31 -1.03%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

WRBY / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.93
50.48
Mean
25.77
Window
+314.1%
ATM IV z 0.66
0.77
Mean
0.67
Window
+68.5%
IV Percentile z -0.43
53.44
Mean
63.47
Window
+67.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.68 0.78
ATM IV 0.68 1.00 0.83
IV Percent... 0.78 0.83 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-10 29.9 50.48 0.77 53.44
2026-11-09 30.21 53.66 0.78 57.72
2026-11-06 25.48 44.73 0.74 45.34
2026-11-05 26.08 56.75 0.8 63.56
2026-11-04 21.29 24.8 0.82 69.14
2026-11-03 21.94 26.24 0.84 74.61
2026-11-02 23.86 36.6 0.98 96.47
2026-10-30 24.61 38.13 1 97.25
2026-10-29 24.59 35.61 0.97 93.31
2026-10-28 24.43 31.68 0.91 86.17
2026-10-27 25.07 36.39 0.98 96.05
2026-10-26 25.28 32.87 0.93 89.29
2026-10-23 25.91 31.94 0.92 88.14
2026-10-22 25.67 29.84 0.89 84.19
2026-10-21 25.63 29.79 0.89 84.19
2026-10-20 25.62 30.36 0.9 85.77
2026-10-19 24.99 31.18 0.91 86.51
2026-10-15 24.59 30.11 0.89 86.22
2026-10-14 24.92 29.33 0.88 85.43
2026-10-13 26.52 28.72 0.88 84.25
2026-10-12 25.99 25.2 0.83 75.89
2026-10-09 25.3 24.66 0.82 74.8
2026-10-08 24.95 22.38 0.79 67.32
2026-10-07 25.31 22.33 0.79 66.93
2026-10-06 26.23 22.26 0.79 66.93
2026-10-05 26.65 22.81 0.8 69.57
2026-10-02 27.03 20.36 0.75 56.3
2026-10-01 27.49 22.4 0.78 64.57
2026-09-30 27.78 22.24 0.77 63.78
2026-09-29 27.47 20.08 0.74 55.51
2026-09-28 24.66 17.81 0.71 49.01
2026-09-25 26.71 15.87 0.69 43.7
2026-09-24 26.27 21.07 0.76 59.29
2026-09-23 23.35 11.52 0.63 18.58
2026-09-22 22.94 10.48 0.61 14.23
2026-09-21 23.25 12.04 0.64 22.22
2026-09-18 22.5 11.89 0.63 19.76
2026-09-17 24.18 10 0.6 13.83
2026-09-16 23.55 13 0.64 27.27
2026-09-15 24.34 12.52 0.64 24.11
2026-09-14 25.71 13.69 0.65 30.95
2026-09-11 24.71 12.27 0.62 17.79
2026-09-10 24.3 13.29 0.64 24.9
2026-09-09 24.57 14.79 0.66 33.6
2026-09-08 24.76 14.17 0.65 29.64
2026-09-04 24.35 14.24 0.65 30.43
2026-09-03 23.29 12.79 0.63 23.72
2026-09-02 23.91 11.91 0.62 18.97
2026-09-01 24.19 13.3 0.64 26.19
2026-08-31 24.6 13.7 0.64 28.29