State Street SPDR S&P North NANR 86.9 -1.45 -1.64%
NANR Historical Options Analysis
Explore NANR (State Street SPDR S&P North) 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
NANR / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.47
5.55
Mean
11.98
Window
-25.6%
ATM IV
z -0.68
0.16
Mean
0.46
Window
-49.9%
IV Percentile
z -0.99
16.81
Mean
46.18
Window
-71.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.91 | 0.57 |
| ATM IV | 0.91 | 1.00 | 0.66 |
| IV Percent... | 0.57 | 0.66 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 86.9 | 5.55 | 0.16 | 16.81 |
| 2026-09-18 | 88.35 | 0.06 | 0.00207 | 10.13 |
| 2026-09-17 | 89.41 | -- | -- | -- |
| 2026-09-16 | 87.86 | 22.85 | 0.67 | 93.86 |
| 2026-09-15 | 89.75 | -- | -- | -- |
| 2026-09-14 | 88.46 | 18.76 | 0.55 | 91.23 |
| 2026-09-11 | 89.84 | 14.7 | 0.43 | 76.86 |
| 2026-09-10 | 89.73 | 12.07 | 0.35 | 69 |
| 2026-09-09 | 91.24 | 13.81 | 0.41 | 74.67 |
| 2026-09-08 | 90.76 | 10.61 | 0.31 | 64.19 |
| 2026-09-07 | 90.37 | -- | -- | -- |
| 2026-09-04 | 90.37 | -- | -- | -- |
| 2026-09-03 | 91.24 | 10.27 | 0.3 | 63.2 |
| 2026-09-02 | 90.9 | 5.22 | 0.15 | 12.99 |
| 2026-09-01 | 89.65 | 6.96 | 0.2 | 27.83 |
| 2026-08-31 | 89.75 | 7.16 | 0.21 | 32.75 |
| 2026-08-28 | 89.39 | 9.19 | 0.27 | 56.96 |
| 2026-08-27 | 90.18 | 0.02 | 0.000940 | 1.3 |
| 2026-08-26 | 90.09 | 7.72 | 0.23 | 41.74 |
| 2026-08-25 | 90.59 | -- | -- | -- |
| 2026-08-24 | 90.8 | 8.79 | 0.26 | 53.48 |
| 2026-08-21 | 91.3 | 8.02 | 0.24 | 46.32 |
| 2026-08-20 | 89.75 | 8.28 | 0.24 | 48.48 |
| 2026-08-19 | 88.79 | 8.18 | 0.24 | 47.19 |
| 2026-08-18 | 86.74 | 7.15 | 0.21 | 31.6 |
| 2026-08-17 | 87.04 | 4.68 | 0.14 | 10.87 |
| 2026-08-14 | 86.14 | 5.53 | 0.16 | 14.29 |
| 2026-08-13 | 85.16 | 8.49 | 0.25 | 48.48 |
| 2026-08-12 | 85.9 | 7.13 | 0.21 | 29.87 |
| 2026-08-11 | 85.78 | 7.4 | 0.22 | 33.77 |
| 2026-08-10 | 85.37 | 5.99 | 0.18 | 15.22 |
| 2026-08-07 | 83.05 | 8.49 | 0.25 | 46.75 |
| 2026-08-06 | 81.81 | 8.44 | 0.25 | 46.32 |
| 2026-08-05 | 81.71 | 9.15 | 0.27 | 49.35 |
| 2026-08-04 | 81.1 | 8.02 | 0.24 | 43.29 |
| 2026-08-03 | 80 | 9.41 | 0.28 | 50.43 |
| 2026-07-31 | 80.12 | 6.86 | 0.2 | 22.51 |
| 2026-07-30 | 81.13 | 7.89 | 0.23 | 39.83 |
| 2026-07-29 | 79.96 | 8.51 | 0.25 | 45.45 |
| 2026-07-28 | 79.5 | 8.83 | 0.26 | 46.32 |
| 2026-07-27 | 80.29 | 8.5 | 0.25 | 45.22 |
| 2026-07-24 | 80.93 | 7.98 | 0.23 | 41.99 |
| 2026-07-23 | 80.45 | 9.88 | 0.29 | 48.92 |
| 2026-07-22 | 80.76 | 8.14 | 0.24 | 41.99 |
| 2026-07-21 | 79.19 | 6.65 | 0.2 | 19.91 |
| 2026-07-20 | 77.69 | 7.58 | 0.22 | 35.65 |
| 2026-07-17 | 77.81 | 7.54 | 0.22 | 34.63 |
| 2026-07-16 | 77.04 | 7.95 | 0.23 | 39.39 |
| 2026-07-15 | 77.55 | 6.46 | 0.19 | 17.75 |
| 2026-07-14 | 77.91 | 7.96 | 0.23 | 38.96 |