Vanguard FTSE Europe ETF VGK 90.24 2.7 3.08%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VGK / Comparative study
3 signals / 491 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.11
21.96
Mean
23.77
Window
-12.1%
ATM IV
z -0.27
0.16
Mean
0.17
Window
-12.2%
IV Percentile
z -0.32
42.35
Mean
51.77
Window
-51.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.98 | 0.86 |
| ATM IV | 0.98 | 1.00 | 0.86 |
| IV Percent... | 0.86 | 0.86 | 1.00 |
Source observations
Data inspector
1-50 of 491
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 90.24 | 21.96 | 0.16 | 42.35 |
| 2026-11-03 | 87.54 | 30.32 | 0.18 | 64.31 |
| 2026-11-02 | 88.06 | 29.22 | 0.18 | 61.02 |
| 2026-10-30 | 87.54 | 28.22 | 0.18 | 57.48 |
| 2026-10-29 | 88.14 | 23.92 | 0.17 | 49.01 |
| 2026-10-28 | 87.31 | 31.24 | 0.19 | 65.48 |
| 2026-10-27 | 87.04 | 30.21 | 0.18 | 63.89 |
| 2026-10-26 | 86.55 | 32.83 | 0.19 | 68.92 |
| 2026-10-23 | 86.25 | 29.03 | 0.18 | 61.11 |
| 2026-10-22 | 86.8 | 34.16 | 0.19 | 72.22 |
| 2026-10-21 | 87.58 | 29.03 | 0.18 | 61.9 |
| 2026-10-20 | 87.18 | 31.32 | 0.19 | 67.06 |
| 2026-10-19 | 86.43 | 30.28 | 0.18 | 65.34 |
| 2026-10-15 | 87.21 | 29.06 | 0.18 | 62.85 |
| 2026-10-14 | 85.99 | 25.15 | 0.17 | 53.75 |
| 2026-10-13 | 86.31 | 23.71 | 0.17 | 50.99 |
| 2026-10-12 | 85.82 | 14.79 | 0.14 | 22.62 |
| 2026-10-09 | 86.03 | 15.23 | 0.14 | 23.32 |
| 2026-10-08 | 85.43 | 19.64 | 0.15 | 40.71 |
| 2026-10-07 | 85.56 | 20.53 | 0.16 | 42.69 |
| 2026-10-06 | 86.58 | 23.97 | 0.17 | 50.99 |
| 2026-10-05 | 86.28 | 35.25 | 0.2 | 73.41 |
| 2026-10-02 | 86.38 | 35.25 | 0.2 | 73.91 |
| 2026-10-01 | 85.49 | 25.95 | 0.17 | 54.94 |
| 2026-09-30 | 86.8 | 22.02 | 0.16 | 47.43 |
| 2026-09-29 | 87.85 | 23.68 | 0.17 | 52.17 |
| 2026-09-28 | 88.38 | 20.83 | 0.16 | 46.43 |
| 2026-09-25 | 88.63 | 17.4 | 0.15 | 33.6 |
| 2026-09-24 | 88.07 | 16.9 | 0.15 | 33.33 |
| 2026-09-23 | 88.01 | 14.77 | 0.14 | 26.59 |
| 2026-09-22 | 89.43 | 12.98 | 0.14 | 21.83 |
| 2026-09-21 | 89.24 | 14.6 | 0.14 | 25.9 |
| 2026-09-18 | 88.21 | 12.24 | 0.13 | 18.65 |
| 2026-09-17 | 89.37 | 24.76 | 0.17 | 52.78 |
| 2026-09-16 | 88.63 | 20.85 | 0.16 | 46.83 |
| 2026-09-15 | 88.96 | 20.9 | 0.16 | 47.22 |
| 2026-09-14 | 89.23 | 12.17 | 0.13 | 17.93 |
| 2026-09-11 | 90.02 | 18.05 | 0.15 | 36.11 |
| 2026-09-10 | 89.42 | 18.55 | 0.15 | 37.7 |
| 2026-09-09 | 90.21 | 20.79 | 0.16 | 47.22 |
| 2026-09-08 | 91.19 | 15.38 | 0.14 | 29.76 |
| 2026-09-04 | 91.74 | 9.47 | 0.13 | 11.11 |
| 2026-09-03 | 91.74 | 24.36 | 0.17 | 52.78 |
| 2026-09-02 | 90.96 | 18.65 | 0.15 | 38.49 |
| 2026-09-01 | 90.72 | 16.46 | 0.15 | 32.67 |
| 2026-08-31 | 91.66 | 13.93 | 0.14 | 25.2 |
| 2026-08-28 | 91.98 | 6.41 | 0.12 | 6.77 |
| 2026-08-27 | 92.28 | 6.38 | 0.12 | 6.37 |
| 2026-08-26 | 92.7 | 7.52 | 0.12 | 7.17 |
| 2026-08-25 | 93.19 | 11.92 | 0.13 | 17.13 |