ASML Holding NV ASML 1496.3 -55.84 -3.6% Regime: Trend Down (95%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ASML / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.02
45.6
Mean
45.03
Window
-10.1%
ATM IV
z 0.08
0.44
Mean
0.43
Window
+13.0%
IV Percentile
z -0.83
33.98
Mean
59.01
Window
-44.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.94 | 0.86 |
| ATM IV | 0.94 | 1.00 | 0.84 |
| IV Percent... | 0.86 | 0.84 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 1.50K | 45.6 | 0.44 | 33.98 |
| 2026-11-03 | 1.55K | 46.34 | 0.44 | 36.33 |
| 2026-11-02 | 1.53K | 52.77 | 0.47 | 50.98 |
| 2026-10-30 | 1.57K | 49.16 | 0.45 | 43.19 |
| 2026-10-29 | 1.68K | 40.02 | 0.41 | 17.9 |
| 2026-10-28 | 1.66K | 39.99 | 0.41 | 17.9 |
| 2026-10-27 | 1.64K | 42.93 | 0.42 | 24.9 |
| 2026-10-26 | 1.59K | 41.99 | 0.42 | 21.09 |
| 2026-10-23 | 1.57K | 42.23 | 0.42 | 22.18 |
| 2026-10-22 | 1.56K | 46.46 | 0.44 | 37.74 |
| 2026-10-21 | 1.68K | 37.63 | 0.4 | 16.34 |
| 2026-10-20 | 1.63K | 37.45 | 0.4 | 15.56 |
| 2026-10-19 | 1.65K | 35.24 | 0.39 | 12.06 |
| 2026-10-15 | 1.66K | 32.87 | 0.38 | 8.85 |
| 2026-10-14 | 1.65K | 38.63 | 0.4 | 18.46 |
| 2026-10-13 | 1.72K | 41.85 | 0.42 | 21.92 |
| 2026-10-12 | 1.75K | 42.46 | 0.42 | 22.78 |
| 2026-10-09 | 1.78K | 42.67 | 0.42 | 23.46 |
| 2026-10-08 | 1.77K | 47.03 | 0.44 | 36.54 |
| 2026-10-07 | 1.80K | 42.52 | 0.42 | 22.69 |
| 2026-10-06 | 1.83K | 43.47 | 0.43 | 24.62 |
| 2026-10-05 | 1.86K | 44.56 | 0.43 | 30.5 |
| 2026-10-02 | 1.87K | 49.35 | 0.45 | 41.15 |
| 2026-10-01 | 1.81K | 49.4 | 0.45 | 41.15 |
| 2026-09-30 | 1.81K | 54.99 | 0.48 | 56.15 |
| 2026-09-29 | 1.83K | 57.57 | 0.49 | 63.85 |
| 2026-09-28 | 1.77K | 56.13 | 0.48 | 60.23 |
| 2026-09-25 | 1.74K | 53.38 | 0.47 | 52.31 |
| 2026-09-24 | 1.72K | 54.39 | 0.48 | 55.98 |
| 2026-09-23 | 1.74K | 54.34 | 0.47 | 55.98 |
| 2026-09-22 | 1.75K | 54.79 | 0.48 | 56.76 |
| 2026-09-21 | 1.71K | 51.62 | 0.46 | 48.45 |
| 2026-09-18 | 1.68K | 45.8 | 0.44 | 35.14 |
| 2026-09-17 | 1.63K | 42.77 | 0.42 | 24.71 |
| 2026-09-16 | 1.60K | 48.41 | 0.45 | 40.54 |
| 2026-09-15 | 1.59K | 45.89 | 0.44 | 35.91 |
| 2026-09-14 | 1.58K | 43.9 | 0.43 | 27.13 |
| 2026-09-11 | 1.70K | 41.61 | 0.42 | 23.94 |
| 2026-09-10 | 1.69K | 43.96 | 0.43 | 28.19 |
| 2026-09-09 | 1.73K | 47.2 | 0.44 | 37.07 |
| 2026-09-08 | 1.76K | 52.23 | 0.47 | 50.58 |
| 2026-09-07 | 1.71K | 47.6 | 0.44 | 38.37 |
| 2026-09-04 | 1.71K | 42.73 | 0.42 | 27.03 |
| 2026-09-03 | 1.65K | 36.99 | 0.4 | 18.15 |
| 2026-09-02 | 1.68K | 38.66 | 0.4 | 22.39 |
| 2026-09-01 | 1.67K | 40.52 | 0.41 | 23.64 |
| 2026-08-31 | 1.70K | 34.33 | 0.39 | 14.4 |
| 2026-08-28 | 1.70K | 33.91 | 0.38 | 14.73 |
| 2026-08-27 | 1.74K | 37.6 | 0.4 | 20.16 |
| 2026-08-26 | 1.75K | 39.87 | 0.41 | 23.26 |