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NRG Energy NRG 83.25 -13.01 -13.52%

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

NRG / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.82
82.49
Mean
45.49
Window
+4.8%
ATM IV z 2.87
0.67
Mean
0.47
Window
+40.2%
IV Percentile z 1.52
99.61
Mean
62.74
Window
+7.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.75 0.84
ATM IV 0.75 1.00 0.79
IV Percent... 0.84 0.79 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 83.25 82.49 0.67 99.61
2026-11-03 96.26 62.93 0.6 92.94
2026-11-02 94.62 100 0.74 100
2026-10-30 96.06 100 0.65 100
2026-10-29 97.54 87.33 0.6 96.86
2026-10-28 96.97 86.7 0.6 96.08
2026-10-27 95.27 78.7 0.58 91.76
2026-10-26 93.61 86.88 0.6 96.85
2026-10-23 92.31 86.44 0.6 96.47
2026-10-22 94.38 86.01 0.6 96.47
2026-10-21 99.8 79.16 0.58 93.33
2026-10-20 97.84 81.95 0.59 94.9
2026-10-19 99.38 78.11 0.58 93.73
2026-10-15 102.86 84.38 0.59 95.35
2026-10-14 100.85 75.32 0.57 92.25
2026-10-13 107.18 77.75 0.57 94.19
2026-10-12 106.37 62.28 0.53 75.49
2026-10-09 107.97 60.67 0.52 71.71
2026-10-08 106.32 66.35 0.54 83.33
2026-10-07 108.61 67.72 0.54 86.82
2026-10-06 103.6 66.76 0.54 85.27
2026-10-05 96.8 53.02 0.5 60.31
2026-10-02 95.23 50.47 0.49 55.04
2026-10-01 96.93 49.94 0.49 53.49
2026-09-30 95.65 50.66 0.49 55.43
2026-09-29 97.17 55.11 0.51 65.12
2026-09-28 97 50.38 0.49 55.64
2026-09-25 100.37 54.23 0.51 63.57
2026-09-24 97.85 39.37 0.46 31.13
2026-09-23 100.72 45.46 0.48 46.3
2026-09-22 102.75 38.07 0.46 29.57
2026-09-21 103.28 40.31 0.46 33.98
2026-09-18 103.66 41.76 0.47 38.13
2026-09-17 106.23 44.7 0.48 44.75
2026-09-16 107.38 51.94 0.5 59.92
2026-09-15 105.99 49.39 0.49 54.86
2026-09-14 108.47 49.35 0.49 54.69
2026-09-11 113.46 47.81 0.49 51.75
2026-09-10 111.65 45.83 0.48 49.03
2026-09-09 115.37 43.15 0.47 43.97
2026-09-08 119.64 50.02 0.49 55.64
2026-09-07 118.95 47.73 0.49 51.95
2026-09-04 119.02 37.09 0.45 31.52
2026-09-03 111.84 30.8 0.44 18.29
2026-09-02 111.09 28.9 0.43 13.23
2026-09-01 109.51 29.45 0.43 14.45
2026-08-31 110.12 29.45 0.43 14.51
2026-08-28 111.12 24.52 0.42 9.38
2026-08-27 114.41 29.28 0.43 14.45
2026-08-26 116.14 33.67 0.44 23.05