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Home Depot HD 355.44 21.78 6.53% Regime: Vol Expansion (71%)

Previous-day view · Wed Nov 4 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

HD / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.22
60.61
Mean
36.05
Window
-14.2%
ATM IV z 1.13
0.32
Mean
0.26
Window
-4.6%
IV Percentile z 0.73
80.86
Mean
60.8
Window
-18.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.97 0.85
ATM IV 0.97 1.00 0.88
IV Percent... 0.85 0.88 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 355.44 60.61 0.32 80.86
2026-11-03 333.66 63.94 0.33 85.94
2026-11-02 341.15 74.2 0.35 96.08
2026-10-30 329.2 79.33 0.37 99.22
2026-10-29 328.98 75.58 0.36 97.64
2026-10-28 317.56 79.2 0.37 99.21
2026-10-27 318.5 76.03 0.36 98.42
2026-10-26 319.38 72.91 0.35 96.43
2026-10-23 319.83 68.81 0.34 91.7
2026-10-22 327.73 70.56 0.34 93.28
2026-10-21 314.14 58.38 0.31 77.87
2026-10-20 315.11 60.23 0.32 83.4
2026-10-19 309.88 59.73 0.31 81.75
2026-10-15 308.24 59.9 0.32 82.61
2026-10-14 295.51 58.47 0.31 79.84
2026-10-13 293.92 54.78 0.3 71.15
2026-10-12 290.62 52.26 0.29 60.32
2026-10-09 290.74 52.15 0.29 60.47
2026-10-08 295.47 57.28 0.31 77.87
2026-10-07 285.77 52.09 0.29 60.87
2026-10-06 286.69 51.13 0.29 57.71
2026-10-05 281.15 41.64 0.27 38.49
2026-10-02 282.85 43.71 0.27 43.87
2026-10-01 282.46 45.96 0.28 48.22
2026-09-30 284.49 41.64 0.27 39.53
2026-09-29 288.04 40.77 0.26 37.15
2026-09-28 289.89 43.4 0.27 43.25
2026-09-25 293.2 34.46 0.25 23.72
2026-09-24 292.18 40.51 0.26 37.3
2026-09-23 296.72 32.5 0.24 20.24
2026-09-22 305.35 34.16 0.25 23.41
2026-09-21 297.2 31.98 0.24 19.92
2026-09-18 299.98 30.99 0.24 19.44
2026-09-17 302.51 29.25 0.23 16.67
2026-09-16 302.47 29.93 0.23 17.86
2026-09-15 305.48 30.2 0.23 19.05
2026-09-14 310.87 33.01 0.24 21.51
2026-09-11 308.74 28.22 0.23 16.67
2026-09-10 305.69 33.02 0.24 22.22
2026-09-09 310.45 27.73 0.23 16.67
2026-09-08 313.7 32.28 0.24 21.43
2026-09-07 320.5 34.97 0.25 23.9
2026-09-04 321.05 31.73 0.24 21.83
2026-09-03 318.07 28.87 0.23 19.05
2026-09-02 318.51 39.55 0.26 36.11
2026-09-01 319.77 41.13 0.26 38.65
2026-08-31 327.83 33.98 0.24 24
2026-08-28 330.19 35.13 0.25 26.29
2026-08-27 328.61 35.52 0.25 27.89
2026-08-26 334.85 36.5 0.25 31.08