Message

ScreenerIvRankState

Rank and percentile statistics for 30-calendar-day implied volatility. Values use a scale from 0 through 100.

fields4 used byStockScreenerState

▶Proto definition.proto

message ScreenerIvRankState {
  Decimal iv_rank = 1;
  Decimal iv_rank_1m = 2;
  Decimal iv_percentile_1m = 3;
  Decimal iv_percentile_1y = 4;
}

Fields

iv_rank Decimal 1

Rank over observations later than one calendar year before the parent state date. Calculated as 100 * (current - minimum) / (maximum - minimum). Absent when maximum equals minimum or the source value is unavailable.

iv_rank_1m Decimal 2

Rank over observations later than 30 calendar days before the parent state date. Calculated as 100 * (current - minimum) / (maximum - minimum). Absent when maximum equals minimum or the source value is unavailable.

iv_percentile_1m Decimal 3

Percent rank within observations later than 30 calendar days before the parent state date, multiplied by 100. Tied values share a rank.

iv_percentile_1y Decimal 4

Percent rank within observations later than one calendar year before the parent state date, multiplied by 100. Tied values share a rank.