Warby Parker Inc WRBY 21.29 -0.65 -2.96%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
WRBY / Comparative study
3 signals / 503 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.10
24.8
Mean
26.17
Window
-27.9%
ATM IV
z 0.93
0.82
Mean
0.67
Window
+29.3%
IV Percentile
z 0.24
69.14
Mean
63.4
Window
-10.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.71 | 0.75 |
| ATM IV | 0.71 | 1.00 | 0.80 |
| IV Percent... | 0.75 | 0.80 | 1.00 |
Source observations
Data inspector
1-50 of 503
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 21.29 | 24.8 | 0.82 | 69.14 |
| 2026-11-03 | 21.94 | 26.24 | 0.84 | 74.61 |
| 2026-11-02 | 23.86 | 36.6 | 0.98 | 96.47 |
| 2026-10-30 | 24.61 | 38.13 | 1 | 97.25 |
| 2026-10-29 | 24.59 | 35.61 | 0.97 | 93.31 |
| 2026-10-28 | 24.43 | 31.68 | 0.91 | 86.17 |
| 2026-10-27 | 25.07 | 36.39 | 0.98 | 96.05 |
| 2026-10-26 | 25.28 | 32.87 | 0.93 | 89.29 |
| 2026-10-23 | 25.91 | 31.94 | 0.92 | 88.14 |
| 2026-10-22 | 25.67 | 29.84 | 0.89 | 84.19 |
| 2026-10-21 | 25.63 | 29.79 | 0.89 | 84.19 |
| 2026-10-20 | 25.62 | 30.36 | 0.9 | 85.77 |
| 2026-10-19 | 24.99 | 31.18 | 0.91 | 86.51 |
| 2026-10-15 | 24.59 | 30.11 | 0.89 | 86.22 |
| 2026-10-14 | 24.92 | 29.33 | 0.88 | 85.43 |
| 2026-10-13 | 26.52 | 28.72 | 0.88 | 84.25 |
| 2026-10-12 | 25.99 | 25.2 | 0.83 | 75.89 |
| 2026-10-09 | 25.3 | 24.66 | 0.82 | 74.8 |
| 2026-10-08 | 24.95 | 22.38 | 0.79 | 67.32 |
| 2026-10-07 | 25.31 | 22.33 | 0.79 | 66.93 |
| 2026-10-06 | 26.23 | 22.26 | 0.79 | 66.93 |
| 2026-10-05 | 26.65 | 22.81 | 0.8 | 69.57 |
| 2026-10-02 | 27.03 | 20.36 | 0.75 | 56.3 |
| 2026-10-01 | 27.49 | 22.4 | 0.78 | 64.57 |
| 2026-09-30 | 27.78 | 22.24 | 0.77 | 63.78 |
| 2026-09-29 | 27.47 | 20.08 | 0.74 | 55.51 |
| 2026-09-28 | 24.66 | 17.81 | 0.71 | 49.01 |
| 2026-09-25 | 26.71 | 15.87 | 0.69 | 43.7 |
| 2026-09-24 | 26.27 | 21.07 | 0.76 | 59.29 |
| 2026-09-23 | 23.35 | 11.52 | 0.63 | 18.58 |
| 2026-09-22 | 22.94 | 10.48 | 0.61 | 14.23 |
| 2026-09-21 | 23.25 | 12.04 | 0.64 | 22.22 |
| 2026-09-18 | 22.5 | 11.89 | 0.63 | 19.76 |
| 2026-09-17 | 24.18 | 10 | 0.6 | 13.83 |
| 2026-09-16 | 23.55 | 13 | 0.64 | 27.27 |
| 2026-09-15 | 24.34 | 12.52 | 0.64 | 24.11 |
| 2026-09-14 | 25.71 | 13.69 | 0.65 | 30.95 |
| 2026-09-11 | 24.71 | 12.27 | 0.62 | 17.79 |
| 2026-09-10 | 24.3 | 13.29 | 0.64 | 24.9 |
| 2026-09-09 | 24.57 | 14.79 | 0.66 | 33.6 |
| 2026-09-08 | 24.76 | 14.17 | 0.65 | 29.64 |
| 2026-09-07 | 24.34 | 14.9 | 0.66 | 34.13 |
| 2026-09-04 | 24.35 | 14.24 | 0.65 | 30.43 |
| 2026-09-03 | 23.29 | 12.79 | 0.63 | 23.72 |
| 2026-09-02 | 23.91 | 11.91 | 0.62 | 18.97 |
| 2026-09-01 | 24.19 | 13.3 | 0.64 | 26.19 |
| 2026-08-31 | 24.6 | 13.7 | 0.64 | 28.29 |
| 2026-08-28 | 25 | 16.36 | 0.67 | 39.29 |
| 2026-08-27 | 25.27 | 13.64 | 0.63 | 25.79 |
| 2026-08-26 | 25.48 | 17.35 | 0.68 | 42.46 |