Valley National Bancorp VLY 14.08 0.02 0.14%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VLY / Comparative study
3 signals / 492 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.84
5.5
Mean
22.78
Window
-55.4%
ATM IV
z -0.70
0.28
Mean
0.35
Window
-33.1%
IV Percentile
z -0.54
17.41
Mean
33.85
Window
-35.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.68 | 0.83 |
| ATM IV | 0.68 | 1.00 | 0.62 |
| IV Percent... | 0.83 | 0.62 | 1.00 |
Source observations
Data inspector
1-50 of 492
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 14.08 | 5.5 | 0.28 | 17.41 |
| 2026-11-05 | 14.06 | 7.04 | 0.3 | 34.41 |
| 2026-11-04 | 14.49 | 4.93 | 0.27 | 13.28 |
| 2026-11-03 | 14.27 | 5.67 | 0.28 | 19.14 |
| 2026-11-02 | 14.45 | 5.87 | 0.29 | 20.78 |
| 2026-10-30 | 14.14 | 6.4 | 0.29 | 24.71 |
| 2026-10-29 | 14.28 | 6.44 | 0.29 | 25.2 |
| 2026-10-28 | 14.1 | 4.31 | 0.26 | 10.67 |
| 2026-10-27 | 14.17 | 2.19 | 0.23 | 2.77 |
| 2026-10-26 | 14.05 | 6.12 | 0.29 | 22.22 |
| 2026-10-23 | 14.06 | 7.92 | 0.32 | 40.32 |
| 2026-10-22 | 13.81 | 8.08 | 0.32 | 43.08 |
| 2026-10-21 | 13.02 | 9.29 | 0.34 | 54.55 |
| 2026-10-20 | 12.89 | 9.09 | 0.34 | 52.57 |
| 2026-10-19 | 12.57 | 8.29 | 0.32 | 45.63 |
| 2026-10-15 | 12.75 | 8.44 | 0.33 | 45.28 |
| 2026-10-14 | 12.41 | 9 | 0.34 | 49.61 |
| 2026-10-13 | 12.53 | 8.2 | 0.32 | 44.09 |
| 2026-10-12 | 12.64 | 6.42 | 0.29 | 23.72 |
| 2026-10-09 | 12.62 | 9.51 | 0.34 | 54.33 |
| 2026-10-08 | 12.75 | 9.04 | 0.34 | 50 |
| 2026-10-07 | 12.48 | 7.53 | 0.31 | 35.83 |
| 2026-10-06 | 12.67 | 6.35 | 0.29 | 22.83 |
| 2026-10-05 | 12.76 | 7.82 | 0.32 | 38.34 |
| 2026-10-02 | 12.82 | 8.18 | 0.32 | 42.52 |
| 2026-10-01 | 12.67 | 9.63 | 0.35 | 54.33 |
| 2026-09-30 | 12.62 | 5.64 | 0.28 | 18.11 |
| 2026-09-29 | 12.72 | 5.5 | 0.28 | 15.75 |
| 2026-09-28 | 12.78 | 0.88 | 0.21 | 0.79 |
| 2026-09-25 | 13.08 | 3.54 | 0.25 | 7.09 |
| 2026-09-24 | 12.96 | 4.27 | 0.26 | 8.7 |
| 2026-09-23 | 12.87 | 0 | 0.19 | 0 |
| 2026-09-22 | 13.12 | 2.07 | 0.23 | 1.98 |
| 2026-09-21 | 13.4 | 4.99 | 0.28 | 13.89 |
| 2026-09-18 | 13.59 | 4.2 | 0.27 | 9.88 |
| 2026-09-17 | 13.67 | 4.53 | 0.27 | 10.28 |
| 2026-09-16 | 13.54 | 3.99 | 0.26 | 8.7 |
| 2026-09-15 | 13.8 | 5.06 | 0.28 | 13.83 |
| 2026-09-14 | 13.84 | 2.88 | 0.25 | 4.37 |
| 2026-09-11 | 13.8 | 2.9 | 0.25 | 5.14 |
| 2026-09-10 | 13.85 | 0.67 | 0.21 | 0.79 |
| 2026-09-09 | 13.76 | 4.24 | 0.27 | 8.3 |
| 2026-09-08 | 13.92 | 3.61 | 0.26 | 5.53 |
| 2026-09-04 | 14.03 | 6.23 | 0.3 | 22.53 |
| 2026-09-03 | 13.9 | 1.31 | 0.22 | 1.19 |
| 2026-09-02 | 13.81 | 0 | 0.2 | 0 |
| 2026-09-01 | 13.38 | 2.35 | 0.25 | 2.78 |
| 2026-08-31 | 13.64 | 7.01 | 0.32 | 35.46 |
| 2026-08-28 | 13.92 | 2.43 | 0.25 | 3.17 |
| 2026-08-27 | 13.95 | 4.6 | 0.28 | 9.92 |