IV Historical Analysis
Analyze implied volatility patterns and trends with comprehensive statistical insightsStock Symbol
Expiry Date
Analysis Period
30 days
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IV Trend Analysis
Statistical Analysis
Trading Insights
IV Historical Analysis Tool
Analyze implied volatility patterns and trends for individual stocks over customizable time periods. This tool helps traders understand volatility cycles, identify mean reversion opportunities, and make informed decisions about option entry and exit points.Analysis Features
- IV Trend Charts: Interactive time-series charts showing IV evolution
- Historical Statistics: Current, highest, lowest IV with dates
- Day-wise Breakdown: Detailed daily IV data with weekday patterns
- Spot Price Correlation: How IV changes relative to underlying price movement
- Customizable Periods: Analyze from 5 to 100 days of historical data
Understanding IV Patterns
IV Percentile: Shows whether current IV is high or low relative to historical range
Mean Reversion: IV tends to revert to its historical average over time
Volatility Clustering: High volatility periods tend to be followed by high volatility
Event Risk: Earnings, news, and events can cause IV spikes
Time Decay: IV generally decreases as expiration approaches (all else equal)
Trading Applications
Buy Options: When IV is in lower percentiles (mean reversion expected)
Sell Options: When IV is in higher percentiles (volatility expansion unlikely)
Volatility Trading: Use IV patterns to time volatility-based strategies
Risk Management: Understand normal vs abnormal volatility levels for position sizing