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State Street SPDR Portfolio Emerging SPEM 53.4 1.0 1.91%

SPEM Historical Options Analysis

Explore SPEM (State Street SPDR Portfolio Emerging) 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

SPEM / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.46
6.08
Mean
11.61
Window
-2.7%
ATM IV z -0.35
0.23
Mean
0.3
Window
-28.9%
IV Percentile z -0.67
34.65
Mean
52.36
Window
-49.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.87 0.65
ATM IV 0.87 1.00 0.70
IV Percent... 0.65 0.70 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 53.4 6.08 0.23 34.65
2026-09-18 52.4 6.02 0.23 32.94
2026-09-17 52.26 5.87 0.23 30.98
2026-09-16 51.6 7.6 0.26 49.41
2026-09-15 51.55 6.03 0.23 32.55
2026-09-14 51.93 5.26 0.21 25.59
2026-09-11 52.51 6.45 0.24 35.69
2026-09-10 52.16 8.15 0.27 56.47
2026-09-09 52.97 7.14 0.25 42.35
2026-09-08 53.3 6.11 0.23 32.94
2026-09-07 53.41 7.86 0.27 50.79
2026-09-04 53.41 6.26 0.23 33.73
2026-09-03 53 7.93 0.27 51.37
2026-09-02 52.78 9.53 0.3 68.24
2026-09-01 52.68 8.33 0.28 57.48
2026-08-31 52.59 7.65 0.26 48.22
2026-08-28 52.75 6.65 0.24 37.4
2026-08-27 52.89 5.04 0.21 25.2
2026-08-26 52.64 6.01 0.23 31.89
2026-08-25 52.59 4.75 0.2 24.8
2026-08-24 52 7.02 0.25 39.53
2026-08-21 52.38 6.53 0.24 34.25
2026-08-20 52.06 6.28 0.23 32.68
2026-08-19 52.05 6.42 0.24 33.07
2026-08-18 51.73 6.71 0.24 35.04
2026-08-17 52.43 3.72 0.18 15.81
2026-08-14 52.18 5.57 0.22 26.38
2026-08-13 52.3 5.8 0.23 29.13
2026-08-12 52.37 3.72 0.18 15.35
2026-08-11 52.12 5.78 0.22 27.95
2026-08-10 52.28 5.78 0.22 28.06
2026-08-07 52.42 5.61 0.22 26.38
2026-08-06 51.9 6.03 0.23 29.13
2026-08-05 51.9 6.95 0.25 34.65
2026-08-04 52.02 6.05 0.23 29.92
2026-08-03 51.13 6.25 0.23 30.04
2026-07-31 50.93 6.89 0.25 34.25
2026-07-30 50.54 6.42 0.24 31.5
2026-07-29 49.4 9.63 0.3 62.99
2026-07-28 50.08 7.71 0.26 42.91
2026-07-27 50.55 6.8 0.25 33.99
2026-07-24 50.16 7.21 0.25 37.4
2026-07-23 50.48 4.11 0.19 20.08
2026-07-22 51.11 9.34 0.3 59.84
2026-07-21 51.11 9.56 0.3 61.81
2026-07-20 50.17 7.2 0.25 37.94
2026-07-17 50.19 7.26 0.25 38.98
2026-07-16 51.03 7.42 0.26 40.94
2026-07-15 51.61 7.23 0.25 39.37
2026-07-14 51.27 8.14 0.27 48.82