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The Travelers Companies TRV 409.25 13.84 3.5%

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

TRV / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.05
34.49
Mean
35.48
Window
-42.9%
ATM IV z -0.30
0.22
Mean
0.23
Window
-7.2%
IV Percentile z -0.64
38.82
Mean
55.93
Window
-54.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.72 0.81
ATM IV 0.72 1.00 0.85
IV Percent... 0.81 0.85 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 409.25 34.49 0.22 38.82
2026-11-03 395.41 37.99 0.23 45.88
2026-11-02 398.8 47.41 0.25 70.08
2026-10-30 396.22 43.27 0.24 60.24
2026-10-29 398.27 39.39 0.23 52.96
2026-10-28 394.01 38.8 0.23 51.19
2026-10-27 397.03 40.27 0.23 54.76
2026-10-26 400.17 44.26 0.24 64.14
2026-10-23 398.28 41.78 0.24 56.35
2026-10-22 405.44 44.75 0.24 65.87
2026-10-21 398.95 38.25 0.23 50
2026-10-20 395.73 38.58 0.23 51.98
2026-10-19 385.45 38.58 0.23 51.79
2026-10-15 383.89 49.09 0.25 74.21
2026-10-14 377.82 49.57 0.25 75
2026-10-13 373.28 47.93 0.25 70.24
2026-10-12 371.68 47.89 0.25 69.72
2026-10-09 368.75 48.77 0.25 73.41
2026-10-08 370.27 44.54 0.24 64.29
2026-10-07 360.61 45.55 0.24 65.48
2026-10-06 360.64 44.16 0.24 63.49
2026-10-05 360.7 43.8 0.24 62.15
2026-10-02 360.38 45.74 0.24 65.87
2026-10-01 361.64 62.18 0.28 90.08
2026-09-30 356.51 68.66 0.29 94.05
2026-09-29 363.21 64.86 0.29 92.06
2026-09-28 363.16 60.67 0.28 89.24
2026-09-25 363.04 57.22 0.27 84.13
2026-09-24 362.39 63.49 0.28 90.84
2026-09-23 360.39 57.88 0.27 85.66
2026-09-22 362.01 60.56 0.28 89.64
2026-09-21 371.13 56.96 0.27 85.2
2026-09-18 374.62 52.71 0.26 80.08
2026-09-17 379.49 50.19 0.25 76.89
2026-09-16 378.92 54.02 0.26 80.88
2026-09-15 377.97 57.56 0.27 85.66
2026-09-14 378.05 54.94 0.26 82.4
2026-09-11 375.2 39.8 0.23 56.18
2026-09-10 367.56 52.08 0.26 80.08
2026-09-09 366.85 43.52 0.24 63.75
2026-09-08 365.66 43.94 0.24 65.34
2026-09-07 369.35 35.27 0.22 45.6
2026-09-04 369.35 38.07 0.23 52.19
2026-09-03 374.34 42.8 0.24 62.15
2026-09-02 366.18 38.29 0.23 53.78
2026-09-01 363.92 37.91 0.23 52
2026-08-31 365.93 36.78 0.23 49.8
2026-08-28 369.9 26.5 0.2 20.4
2026-08-27 369.33 28.75 0.21 29.2
2026-08-26 371.15 33.06 0.22 42.8