State Street SPDR S&P Kensho KOMP 68.08 1.07 1.6%
KOMP Historical Options Analysis
Explore KOMP (State Street SPDR S&P Kensho) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
KOMP / Comparative study
3 signals / 508 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.09
13.74
Mean
14.98
Window
+8.2%
ATM IV
z -0.36
0.36
Mean
0.47
Window
-25.0%
IV Percentile
z -0.06
44.72
Mean
46.53
Window
+5.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.90 | 0.72 |
| ATM IV | 0.90 | 1.00 | 0.80 |
| IV Percent... | 0.72 | 0.80 | 1.00 |
Source observations
Data inspector
1-50 of 508
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 68.08 | 13.74 | 0.36 | 44.72 |
| 2026-09-18 | 67.01 | 10.11 | 0.26 | 17.41 |
| 2026-09-17 | 67.11 | 17.96 | 0.47 | 55.47 |
| 2026-09-16 | 65.77 | 21.12 | 0.55 | 72.06 |
| 2026-09-15 | 65.91 | 15.59 | 0.41 | 49.39 |
| 2026-09-14 | 66.2 | 9.23 | 0.24 | 13.01 |
| 2026-09-11 | 66.6 | 10.57 | 0.28 | 22.27 |
| 2026-09-10 | 65.88 | 11.22 | 0.29 | 26.32 |
| 2026-09-09 | 66.61 | 13.94 | 0.36 | 43.32 |
| 2026-09-08 | 67.71 | 9.9 | 0.26 | 15.38 |
| 2026-09-07 | 67.68 | 3.46 | 0.09 | 1.63 |
| 2026-09-04 | 67.68 | 0 | 0.000770 | 0 |
| 2026-09-03 | 67.5 | 5.04 | 0.13 | 1.21 |
| 2026-09-02 | 66.75 | 5.87 | 0.15 | 2.43 |
| 2026-09-01 | 66.23 | 10.18 | 0.27 | 15.85 |
| 2026-08-31 | 67.44 | 6.13 | 0.16 | 2.86 |
| 2026-08-28 | 67.57 | 7.7 | 0.2 | 5.28 |
| 2026-08-27 | 69.18 | 5.97 | 0.16 | 2.44 |
| 2026-08-26 | 68.24 | 8.56 | 0.22 | 8.54 |
| 2026-08-25 | 68.37 | 8.36 | 0.22 | 7.32 |
| 2026-08-24 | 67.78 | 10.56 | 0.28 | 17.55 |
| 2026-08-21 | 69.24 | 0.92 | 0.03 | 0.81 |
| 2026-08-20 | 68.61 | 50.72 | 1.32 | 96.75 |
| 2026-08-19 | 69.78 | 28.9 | 0.75 | 89.02 |
| 2026-08-18 | 69.32 | 25.71 | 0.67 | 83.33 |
| 2026-08-17 | 71 | 10.24 | 0.27 | 13.47 |
| 2026-08-14 | 71.44 | -- | -- | -- |
| 2026-08-13 | 70.88 | 8.7 | 0.23 | 7.69 |
| 2026-08-12 | 70.88 | 8.51 | 0.22 | 7.29 |
| 2026-08-11 | 70.69 | 6.92 | 0.18 | 2.43 |
| 2026-08-10 | 70.19 | 8.07 | 0.21 | 4.07 |
| 2026-08-07 | 70.59 | 5.78 | 0.15 | 1.21 |
| 2026-08-06 | 69.09 | 11.37 | 0.3 | 19.84 |
| 2026-08-05 | 69 | 10.48 | 0.27 | 14.17 |
| 2026-08-04 | 69.86 | 8.22 | 0.22 | 4.05 |
| 2026-08-03 | 67.63 | 18.43 | 0.48 | 51.22 |
| 2026-07-31 | 65.64 | 16.8 | 0.44 | 47.77 |
| 2026-07-30 | 65.7 | 16.88 | 0.44 | 48.99 |
| 2026-07-29 | 63.47 | 22.03 | 0.57 | 71.26 |
| 2026-07-28 | 65.57 | 16.53 | 0.43 | 46.96 |
| 2026-07-27 | 66.03 | 15.02 | 0.39 | 41.87 |
| 2026-07-24 | 65.41 | 15.52 | 0.41 | 44.53 |
| 2026-07-23 | 66.49 | 13.89 | 0.36 | 38.87 |
| 2026-07-22 | 66.62 | 13.69 | 0.36 | 38.87 |
| 2026-07-21 | 67.18 | 11.67 | 0.31 | 25.51 |
| 2026-07-20 | 65.59 | 14.28 | 0.37 | 40.24 |
| 2026-07-17 | 65.85 | 14.08 | 0.37 | 40.49 |
| 2026-07-16 | 66.15 | 13.15 | 0.34 | 37.25 |
| 2026-07-15 | 67.6 | 11.04 | 0.29 | 17.81 |
| 2026-07-14 | 67.78 | 11.46 | 0.3 | 22.67 |