Roivant Sciences Ltd ROIV 38.88 2.26 6.17%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ROIV / Comparative study
3 signals / 491 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.11
56.42
Mean
36.78
Window
+54.2%
ATM IV
z 1.61
0.65
Mean
0.47
Window
+75.0%
IV Percentile
z 1.11
91.09
Mean
59.6
Window
+359.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.81 | 0.83 |
| ATM IV | 0.81 | 1.00 | 0.84 |
| IV Percent... | 0.83 | 0.84 | 1.00 |
Source observations
Data inspector
1-50 of 491
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 38.88 | 56.42 | 0.65 | 91.09 |
| 2026-11-05 | 36.62 | 42.93 | 0.58 | 77.33 |
| 2026-11-04 | 38.23 | 26.47 | 0.49 | 42.97 |
| 2026-11-03 | 36.04 | 41.26 | 0.61 | 85.94 |
| 2026-11-02 | 35.89 | 45.18 | 0.64 | 89.8 |
| 2026-10-30 | 36.91 | 47.66 | 0.66 | 92.16 |
| 2026-10-29 | 37.52 | 38.58 | 0.59 | 81.1 |
| 2026-10-28 | 37.11 | 31 | 0.53 | 56.52 |
| 2026-10-27 | 36.54 | 49.12 | 0.67 | 93.68 |
| 2026-10-26 | 36.05 | 40.78 | 0.6 | 86.51 |
| 2026-10-23 | 36.49 | 44.43 | 0.63 | 90.12 |
| 2026-10-22 | 37.45 | 27.25 | 0.5 | 49.01 |
| 2026-10-21 | 36.8 | 30.88 | 0.53 | 57.31 |
| 2026-10-20 | 34.92 | 35.77 | 0.57 | 77.87 |
| 2026-10-19 | 34.7 | 33.7 | 0.55 | 64.29 |
| 2026-10-15 | 34.04 | 39.89 | 0.6 | 85.38 |
| 2026-10-14 | 33.62 | 40.7 | 0.6 | 86.96 |
| 2026-10-13 | 33.35 | 38.36 | 0.59 | 83 |
| 2026-10-12 | 34.59 | 39.11 | 0.59 | 84.92 |
| 2026-10-09 | 35.44 | 32.71 | 0.54 | 63.64 |
| 2026-10-08 | 34.21 | 30.52 | 0.53 | 58.5 |
| 2026-10-07 | 34.75 | 40.21 | 0.6 | 86.56 |
| 2026-10-06 | 35.53 | 33.65 | 0.55 | 66.4 |
| 2026-10-05 | 35.78 | 26.56 | 0.49 | 50 |
| 2026-10-02 | 35.72 | 32.23 | 0.53 | 60.47 |
| 2026-10-01 | 35.5 | 24.44 | 0.47 | 37.55 |
| 2026-09-30 | 36.57 | 28.14 | 0.5 | 51.78 |
| 2026-09-29 | 36.5 | 16.24 | 0.4 | 12.25 |
| 2026-09-28 | 36.98 | 40.16 | 0.59 | 84.92 |
| 2026-09-25 | 35.8 | 26.11 | 0.48 | 43.87 |
| 2026-09-24 | 36.13 | 27.5 | 0.49 | 49.6 |
| 2026-09-23 | 36.82 | 28.58 | 0.5 | 53.57 |
| 2026-09-22 | 38.22 | 23.16 | 0.46 | 35.32 |
| 2026-09-21 | 38.99 | 21.07 | 0.44 | 25.5 |
| 2026-09-18 | 39.77 | 22.6 | 0.45 | 32.94 |
| 2026-09-17 | 39.98 | 18.84 | 0.42 | 21.43 |
| 2026-09-16 | 39.57 | 27.24 | 0.49 | 48.81 |
| 2026-09-15 | 39.5 | 27.02 | 0.49 | 48.02 |
| 2026-09-14 | 41.02 | 26.47 | 0.48 | 45.42 |
| 2026-09-11 | 40.82 | 18.69 | 0.42 | 21.03 |
| 2026-09-10 | 40.94 | 23.59 | 0.46 | 36.11 |
| 2026-09-09 | 41.81 | 23.14 | 0.46 | 34.52 |
| 2026-09-08 | 41.48 | 32.32 | 0.53 | 58.33 |
| 2026-09-04 | 34.93 | 26.2 | 0.48 | 43.25 |
| 2026-09-03 | 34.41 | 24.23 | 0.47 | 36.9 |
| 2026-09-02 | 34.18 | 33.16 | 0.54 | 58.73 |
| 2026-09-01 | 34.52 | 34.31 | 0.54 | 60.96 |
| 2026-08-31 | 34.64 | 30.86 | 0.52 | 54.4 |
| 2026-08-28 | 34.71 | 26.99 | 0.49 | 45.02 |
| 2026-08-27 | 37.58 | 20.88 | 0.44 | 24.7 |