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State Street SPDR S&P 600 SLYG 109.44 0.36 0.33%

SLYG Historical Options Analysis

Explore SLYG (State Street SPDR S&P 600) 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

SLYG / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.98
2.72
Mean
15.18
Window
-88.5%
ATM IV z -1.07
0.14
Mean
0.33
Window
-69.7%
IV Percentile z -1.40
0.4
Mean
43.61
Window
-99.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.93 0.76
ATM IV 0.93 1.00 0.78
IV Percent... 0.76 0.78 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 109.44 2.72 0.14 0.4
2026-09-18 109.08 6.64 0.2 20.16
2026-09-17 109.27 44.31 0.76 98.81
2026-09-16 109.17 33.51 0.6 97.63
2026-09-15 109.17 24.45 0.46 95.26
2026-09-14 110.11 16.85 0.35 88.1
2026-09-11 111.15 6.78 0.2 21.34
2026-09-10 110.56 13.47 0.3 79.84
2026-09-09 111.67 7.73 0.21 34.78
2026-09-08 113.18 7.05 0.2 24.51
2026-09-07 113.69 5.19 0.18 7.94
2026-09-04 113.69 3.7 0.15 1.58
2026-09-03 113.57 8.52 0.23 44.27
2026-09-02 112.87 5.44 0.18 9.09
2026-09-01 111.94 7.52 0.21 30.56
2026-08-31 113.22 5.27 0.18 7.57
2026-08-28 114.13 5.75 0.18 10.32
2026-08-27 115.53 3.69 0.15 1.19
2026-08-26 115.7 4.91 0.17 6.75
2026-08-25 115.64 4.67 0.17 5.56
2026-08-24 115.7 4.57 0.17 5.18
2026-08-21 116.01 3.94 0.16 2.38
2026-08-20 115.36 37.78 0.66 98.02
2026-08-19 116.85 37.86 0.67 98.41
2026-08-18 116.91 31.45 0.57 98.02
2026-08-17 118.94 32.31 0.58 98.41
2026-08-14 119.13 26.08 0.49 97.62
2026-08-13 118.35 21.63 0.42 95.63
2026-08-12 118.29 20.1 0.4 94.05
2026-08-11 117.67 17.13 0.36 88.49
2026-08-10 117.44 15.25 0.33 84.46
2026-08-07 118.08 14.5 0.32 83.33
2026-08-06 117.41 12.13 0.28 78.17
2026-08-05 118.47 13.92 0.31 82.14
2026-08-04 119.5 15.51 0.33 84.92
2026-08-03 117.32 10.34 0.25 66.14
2026-07-31 115.22 7.19 0.21 25.4
2026-07-30 115.52 8.09 0.22 35.32
2026-07-29 113.6 6.15 0.19 10.32
2026-07-28 115.48 8.51 0.23 40.87
2026-07-27 115.14 6.89 0.2 19.52
2026-07-24 114.36 6.36 0.19 12.7
2026-07-23 114.58 7.11 0.21 21.83
2026-07-22 114.86 5.37 0.18 6.75
2026-07-21 115.95 7.53 0.21 27.78
2026-07-20 114.62 6.23 0.19 11.16
2026-07-17 115.28 6.69 0.2 15.87
2026-07-16 116.06 6.35 0.19 11.51
2026-07-15 116.16 6.95 0.2 18.25
2026-07-14 115.61 13.84 0.31 77.78