Warby Parker Inc WRBY 23.32 0.82 3.64%
WRBY Historical Options Analysis
Explore WRBY (Warby Parker Inc) 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
WRBY / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.02
12.04
Mean
26.81
Window
+37.8%
ATM IV
z -0.16
0.64
Mean
0.66
Window
+48.6%
IV Percentile
z -1.70
22.22
Mean
63.57
Window
+32.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.72 | 0.77 |
| ATM IV | 0.72 | 1.00 | 0.80 |
| IV Percent... | 0.77 | 0.80 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 23.32 | 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 |
| 2026-09-07 | 24.34 | 14.9 | 0.66 | 34.13 |
| 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 |
| 2026-08-28 | 25 | 16.36 | 0.67 | 39.29 |
| 2026-08-27 | 25.27 | 13.64 | 0.63 | 25.79 |
| 2026-08-26 | 25.48 | 17.35 | 0.68 | 42.46 |
| 2026-08-25 | 26 | 15.37 | 0.66 | 32.94 |
| 2026-08-24 | 26.21 | 16.04 | 0.67 | 39.04 |
| 2026-08-21 | 27.44 | 14.93 | 0.65 | 31.75 |
| 2026-08-20 | 27.46 | 13.97 | 0.64 | 28.17 |
| 2026-08-19 | 28.5 | 14.31 | 0.64 | 30.16 |
| 2026-08-18 | 25.61 | 13.41 | 0.63 | 24.6 |
| 2026-08-17 | 25.6 | 15.73 | 0.66 | 35.06 |
| 2026-08-14 | 25.91 | 11.84 | 0.61 | 21.83 |
| 2026-08-13 | 25.88 | 14.21 | 0.64 | 29.76 |
| 2026-08-12 | 25.32 | 16.03 | 0.66 | 37.7 |
| 2026-08-11 | 25.04 | 18.43 | 0.7 | 44.44 |
| 2026-08-10 | 26.41 | 15.16 | 0.65 | 33.47 |
| 2026-08-07 | 26.46 | 14.86 | 0.65 | 32.94 |
| 2026-08-06 | 26.96 | 18.16 | 0.69 | 44.44 |
| 2026-08-05 | 29.27 | 28.54 | 0.84 | 77.78 |
| 2026-08-04 | 29.92 | 28.02 | 0.83 | 76.59 |
| 2026-08-03 | 28.28 | 36.51 | 0.95 | 90.84 |
| 2026-07-31 | 26.69 | 40.53 | 1 | 97.62 |
| 2026-07-30 | 26.02 | 37.63 | 0.96 | 93.25 |
| 2026-07-29 | 26.03 | 38.87 | 0.98 | 96.43 |
| 2026-07-28 | 26 | 40.74 | 1 | 97.62 |
| 2026-07-27 | 24.86 | 40.91 | 1.01 | 98.01 |
| 2026-07-24 | 24.56 | 37.72 | 0.96 | 94.84 |
| 2026-07-23 | 24.31 | 35.76 | 0.94 | 92.46 |
| 2026-07-22 | 24.55 | 39.35 | 0.99 | 97.62 |
| 2026-07-21 | 24.6 | 40.03 | 0.99 | 98.02 |
| 2026-07-20 | 24.59 | 40.93 | 1.01 | 98.41 |
| 2026-07-17 | 26.41 | 35.37 | 0.93 | 93.25 |
| 2026-07-16 | 27.59 | 36.52 | 0.95 | 94.44 |
| 2026-07-15 | 27.91 | 38.75 | 0.98 | 98.41 |
| 2026-07-14 | 27.61 | 35.62 | 0.93 | 94.44 |