Closed
⌘K
Sign in Sign up

State Street SPDR S&P Kensho ROKT 107.64 1.88 1.78%

ROKT Historical Options Analysis

Explore ROKT (State Street SPDR S&P Kensho) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ROKT / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.40
6.43
Mean
12.1
Window
+20.0%
ATM IV z -0.35
0.36
Mean
0.52
Window
+26.1%
IV Percentile z 0.40
66.67
Mean
55.16
Window
-6.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.98 0.62
ATM IV 0.98 1.00 0.62
IV Percent... 0.62 0.62 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 107.64 6.43 0.36 66.67
2026-09-18 105.76 7.71 0.4 80.4
2026-09-17 106.72 6.94 0.38 70.8
2026-09-16 105.97 7.02 0.38 71.6
2026-09-15 105.84 6.83 0.37 68.8
2026-09-14 105.7 7.09 0.38 71.89
2026-09-11 107.64 5.64 0.33 54.8
2026-09-10 106.71 5.92 0.34 57.6
2026-09-09 107.02 6.91 0.38 69.2
2026-09-08 109.24 4.46 0.29 31.2
2026-09-07 108.82 4.64 0.29 35.34
2026-09-04 108.82 4.32 0.28 15.2
2026-09-03 108.51 4.93 0.3 38.4
2026-09-02 108.16 5 0.31 41.2
2026-09-01 108.49 5.22 0.32 45.78
2026-08-31 109.97 7.62 0.4 74.19
2026-08-28 110.77 7.5 0.4 73.09
2026-08-27 112.63 5.98 0.34 56.63
2026-08-26 112.1 3.2 0.24 5.62
2026-08-25 111.45 6.21 0.35 59.04
2026-08-24 112.1 6.11 0.35 58.06
2026-08-21 114.83 4.39 0.29 29.32
2026-08-20 114.31 38.74 1.51 93.17
2026-08-19 117.47 34.65 1.37 93.17
2026-08-18 120.28 8.59 0.44 79.52
2026-08-17 122.25 14.4 0.64 89.52
2026-08-14 122.69 9.26 0.46 83.13
2026-08-13 121.09 7.04 0.38 67.07
2026-08-12 121.72 7.81 0.41 74.7
2026-08-11 120.55 6.37 0.36 60.64
2026-08-10 119.96 4.68 0.3 35.48
2026-08-07 120 4.43 0.29 30.92
2026-08-06 118.33 9.47 0.47 84.34
2026-08-05 116.96 9.38 0.46 83.94
2026-08-04 117.85 9.13 0.45 83.53
2026-08-03 113.75 11.96 0.56 88.71
2026-07-31 110.17 6.21 0.35 59.84
2026-07-30 108.78 7.34 0.39 71.49
2026-07-29 105.43 8.95 0.45 83.53
2026-07-28 111.13 5.77 0.33 56.22
2026-07-27 112.39 8.28 0.42 80.24
2026-07-24 111.27 5.69 0.33 56.22
2026-07-23 111.78 8.15 0.42 79.92
2026-07-22 109.74 5.41 0.32 51
2026-07-21 109.43 6.42 0.36 63.45
2026-07-20 107.04 4.59 0.29 36.69
2026-07-17 107.27 5.89 0.34 57.66
2026-07-16 107.22 4.96 0.31 41.13
2026-07-15 110.19 5.06 0.31 45.56
2026-07-14 110.9 4.01 0.27 17.41