Direxion Daily S&P 500 Bear SPDN 8.46 -0.13 -1.51%
SPDN Historical Options Analysis
Explore SPDN (Direxion Daily S&P 500 Bear) 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
SPDN / Comparative study
3 signals / 505 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.68
7.07
Mean
18.8
Window
+114.2%
ATM IV
z 0.00
0.36
Mean
0.36
Window
+62.5%
IV Percentile
z 0.42
66.27
Mean
54.35
Window
+30.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.74 | 0.65 |
| ATM IV | 0.74 | 1.00 | 0.72 |
| IV Percent... | 0.65 | 0.72 | 1.00 |
Source observations
Data inspector
1-50 of 505
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 8.46 | 7.07 | 0.36 | 66.27 |
| 2026-09-18 | 8.59 | 4.55 | 0.29 | 47.27 |
| 2026-09-17 | 8.59 | 4.47 | 0.28 | 46.88 |
| 2026-09-16 | 8.69 | 2.99 | 0.24 | 23.44 |
| 2026-09-15 | 8.65 | 3.21 | 0.25 | 27.34 |
| 2026-09-14 | 8.62 | 3.93 | 0.27 | 41.18 |
| 2026-09-11 | 8.58 | 3.86 | 0.27 | 40.23 |
| 2026-09-10 | 8.64 | 2.86 | 0.24 | 21.88 |
| 2026-09-09 | 8.6 | 3.47 | 0.25 | 30.86 |
| 2026-09-08 | 8.55 | 3.8 | 0.26 | 39.45 |
| 2026-09-07 | 8.51 | 4.01 | 0.27 | 42.75 |
| 2026-09-04 | 8.51 | 4.89 | 0.26 | 38.67 |
| 2026-09-03 | 8.47 | 5.26 | 0.27 | 43.75 |
| 2026-09-02 | 8.56 | 4.25 | 0.24 | 28.13 |
| 2026-09-01 | 8.59 | 3.64 | 0.23 | 20.39 |
| 2026-08-31 | 8.53 | 5.6 | 0.28 | 46.46 |
| 2026-08-28 | 8.49 | 23.84 | 0.8 | 97.65 |
| 2026-08-27 | 8.48 | 24.5 | 0.82 | 98.04 |
| 2026-08-26 | 8.53 | 23.11 | 0.78 | 98.04 |
| 2026-08-25 | 8.52 | 22.45 | 0.76 | 97.65 |
| 2026-08-24 | 8.56 | 20.54 | 0.71 | 96.46 |
| 2026-08-21 | 8.53 | 20.57 | 0.71 | 96.86 |
| 2026-08-20 | 8.57 | 19.55 | 0.68 | 94.12 |
| 2026-08-19 | 8.49 | 20.15 | 0.7 | 96.08 |
| 2026-08-18 | 8.5 | 19.67 | 0.68 | 95.29 |
| 2026-08-17 | 8.45 | 20.26 | 0.7 | 96.46 |
| 2026-08-14 | 8.4 | 19.74 | 0.68 | 96.47 |
| 2026-08-13 | 8.39 | 19.69 | 0.68 | 96.08 |
| 2026-08-12 | 8.44 | 18.56 | 0.65 | 95.29 |
| 2026-08-11 | 8.46 | 17.89 | 0.63 | 94.9 |
| 2026-08-10 | 8.43 | 17.97 | 0.63 | 95.28 |
| 2026-08-07 | 8.43 | 17.37 | 0.62 | 94.51 |
| 2026-08-06 | 8.48 | 16.42 | 0.59 | 93.33 |
| 2026-08-05 | 8.45 | 16.74 | 0.6 | 94.12 |
| 2026-08-04 | 8.44 | 15.42 | 0.56 | 92.94 |
| 2026-08-03 | 8.6 | 22.8 | 0.77 | 96.85 |
| 2026-07-31 | 8.71 | 20.33 | 0.7 | 95.69 |
| 2026-07-30 | 8.78 | 18.89 | 0.66 | 95.29 |
| 2026-07-29 | 8.91 | 2.28 | 0.19 | 9.41 |
| 2026-07-28 | 8.78 | 2.97 | 0.21 | 15.69 |
| 2026-07-27 | 8.8 | 2.49 | 0.19 | 11.42 |
| 2026-07-24 | 8.8 | 1.99 | 0.18 | 6.67 |
| 2026-07-23 | 8.8 | 10.39 | 0.42 | 80.39 |
| 2026-07-22 | 8.7 | 3.98 | 0.24 | 26.67 |
| 2026-07-21 | 8.69 | 11.1 | 0.44 | 83.92 |
| 2026-07-20 | 8.75 | 4.1 | 0.24 | 27.95 |
| 2026-07-17 | 8.75 | 12.55 | 0.48 | 87.45 |
| 2026-07-16 | 8.65 | 100 | 2.97 | 100 |
| 2026-07-15 | 8.6 | 8.74 | 0.25 | 34.12 |
| 2026-07-14 | 8.63 | 26.97 | 0.52 | 91.37 |