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ProShares Ulta SmallCap600 SAA 33.1 0.18 0.56%

SAA Historical Options Analysis

Explore SAA (ProShares Ulta SmallCap600) 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

SAA / Comparative study

3 signals / 505 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.39
7.31
Mean
13.25
Window
+15.5%
ATM IV z -0.78
0.34
Mean
0.84
Window
-56.5%
IV Percentile z -1.24
5.91
Mean
45.06
Window
-82.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.70
ATM IV 0.89 1.00 0.74
IV Percent... 0.70 0.74 1.00
Source observations

Data inspector

1-50 of 505
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 33.1 7.31 0.34 5.91
2026-09-18 32.92 6.2 0.33 5.49
2026-09-17 33.29 12.62 0.54 72.94
2026-09-16 33.24 27.81 1.06 93.73
2026-09-15 33.43 9.3 0.43 43.14
2026-09-14 33.86 27.73 1.05 93.31
2026-09-11 34.28 22.2 0.87 89.8
2026-09-10 33.94 6.74 0.35 7.45
2026-09-09 34.6 20.5 0.81 88.24
2026-09-08 35.3 23.09 0.9 89.8
2026-09-07 35.95 23.75 0.92 90.55
2026-09-04 35.95 20.58 0.81 88.63
2026-09-03 35.69 19.1 0.76 87.45
2026-09-02 35.39 17.47 0.71 85.88
2026-09-01 34.6 14.07 0.59 77.95
2026-08-31 35.44 16.58 0.68 84.58
2026-08-28 36.05 16.61 0.68 84.25
2026-08-27 36.72 17.66 0.71 85.04
2026-08-26 36.65 17.23 0.7 84.65
2026-08-25 36.68 16.45 0.67 83.46
2026-08-24 36.64 16.09 0.66 82.61
2026-08-21 37 15.77 0.65 80.71
2026-08-20 36.56 14.62 0.61 79.13
2026-08-19 37.27 15.85 0.65 81.1
2026-08-18 37.17 15.32 0.63 79.53
2026-08-17 38.29 16.67 0.68 82.21
2026-08-14 38.57 16.3 0.67 80.71
2026-08-13 38.27 15.6 0.64 79.53
2026-08-12 37.92 14.79 0.62 79.13
2026-08-11 37.63 14.21 0.6 77.95
2026-08-10 37.44 13.69 0.58 75.1
2026-08-07 37.88 13.71 0.58 74.8
2026-08-06 37.46 12.83 0.55 72.83
2026-08-05 38.06 13.68 0.58 74.02
2026-08-04 38.8 14.56 0.61 76.77
2026-08-03 37.54 12.4 0.54 71.94
2026-07-31 36.16 7.34 0.37 13.78
2026-07-30 36.32 7.71 0.38 20.08
2026-07-29 35.65 6.92 0.35 8.27
2026-07-28 36.7 7.54 0.37 16.93
2026-07-27 36.3 6.87 0.35 7.51
2026-07-24 35.99 7.15 0.36 10.24
2026-07-23 35.9 7.27 0.36 12.2
2026-07-22 36.46 7.53 0.37 15.35
2026-07-21 36.91 7.97 0.39 19.29
2026-07-20 36.18 7.57 0.37 15.42
2026-07-17 36.65 7.38 0.37 12.99
2026-07-16 37.21 88.98 3.12 99.61
2026-07-15 36.7 59.88 2.14 98.43
2026-07-14 36.36 47.55 1.72 97.24