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Credicorp LTD BAP 368.82 3.41 0.93%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
BAP / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.78
57.17
Mean
37.74
Window
+1148.3%
ATM IV
z 0.84
0.38
Mean
0.32
Window
+84.5%
IV Percentile
z 0.01
61.29
Mean
61.08
Window
+491.6%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.75 |
| ATM IV | 0.92 | 1.00 | 0.84 |
| IV Percent... | 0.75 | 0.84 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-13 | 368.82 | 57.17 | 0.38 | 61.29 |
| 2026-11-12 | 365.41 | 60.27 | 0.39 | 63.97 |
| 2026-11-11 | 368.74 | 63.05 | 0.4 | 68.7 |
| 2026-11-10 | 367.8 | 60.79 | 0.4 | 65.45 |
| 2026-11-09 | 355.9 | 100 | 0.55 | 100 |
| 2026-11-06 | 347.93 | 70.36 | 0.42 | 78.05 |
| 2026-11-05 | 347.99 | 66.16 | 0.41 | 71.54 |
| 2026-11-04 | 359.21 | 58.31 | 0.38 | 63.14 |
| 2026-11-03 | 351.26 | 56.95 | 0.37 | 61.18 |
| 2026-11-02 | 350.98 | 76.96 | 0.45 | 88.19 |
| 2026-10-30 | 348.96 | 73.48 | 0.43 | 83.98 |
| 2026-10-29 | 361.19 | 64.71 | 0.4 | 70.31 |
| 2026-10-28 | 364.08 | 65.89 | 0.41 | 71.88 |
| 2026-10-27 | 365.28 | 64.23 | 0.4 | 70.31 |
| 2026-10-26 | 374.02 | 63.05 | 0.4 | 69.02 |
| 2026-10-23 | 370.21 | 58.25 | 0.38 | 65.63 |
| 2026-10-22 | 371.05 | 65.53 | 0.4 | 71.48 |
| 2026-10-21 | 388.38 | 58.19 | 0.38 | 65.63 |
| 2026-10-20 | 390.55 | 58.09 | 0.38 | 65.63 |
| 2026-10-19 | 383.95 | 55.63 | 0.37 | 63.28 |
| 2026-10-15 | 388.42 | 46.8 | 0.33 | 51.74 |
| 2026-10-14 | 383.94 | 55.94 | 0.37 | 64.48 |
| 2026-10-13 | 380.69 | 51.37 | 0.35 | 57.53 |
| 2026-10-12 | 381.87 | 54.74 | 0.36 | 63.18 |
| 2026-10-09 | 381.21 | 46.76 | 0.33 | 52.51 |
| 2026-10-08 | 380.38 | 52.16 | 0.35 | 59.46 |
| 2026-10-07 | 376.11 | 52.12 | 0.35 | 59.46 |
| 2026-10-06 | 385.14 | 53.79 | 0.36 | 61.78 |
| 2026-10-05 | 378.07 | 50.34 | 0.35 | 58.53 |
| 2026-10-02 | 373.31 | 48.69 | 0.34 | 56.37 |
| 2026-10-01 | 378.35 | 52.34 | 0.36 | 60.62 |
| 2026-09-30 | 379.87 | 26.25 | 0.26 | 5.41 |
| 2026-09-29 | 384.03 | 39.27 | 0.31 | 28.96 |
| 2026-09-28 | 385.95 | 38.29 | 0.3 | 24.03 |
| 2026-09-25 | 386.16 | 34.21 | 0.29 | 17.37 |
| 2026-09-24 | 383.01 | 29.73 | 0.27 | 9.3 |
| 2026-09-23 | 385.38 | 34.34 | 0.29 | 17.83 |
| 2026-09-22 | 393.22 | 32.49 | 0.28 | 13.95 |
| 2026-09-21 | 389.97 | 37.18 | 0.3 | 21.79 |
| 2026-09-18 | 381.83 | 32.11 | 0.28 | 14.34 |
| 2026-09-17 | 383.96 | 29.77 | 0.27 | 10.47 |
| 2026-09-16 | 381.14 | 38.64 | 0.3 | 25.19 |
| 2026-09-15 | 372.9 | 41.91 | 0.32 | 41.47 |
| 2026-09-14 | 376.04 | 40.72 | 0.31 | 36.96 |
| 2026-09-11 | 377.9 | 45.3 | 0.33 | 52.71 |
| 2026-09-10 | 379.44 | 53.11 | 0.36 | 61.63 |
| 2026-09-09 | 375.51 | 44.71 | 0.33 | 51.16 |
| 2026-09-08 | 377.24 | 45.17 | 0.33 | 53.1 |
| 2026-09-04 | 382.53 | 28.21 | 0.26 | 11.24 |
| 2026-09-03 | 384.19 | 37.48 | 0.3 | 25.58 |