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State Street SPDR Portfolio High SPHY 22.5 -0.09 -0.4%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SPHY / Comparative study
3 signals / 493 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.71
1.33
Mean
10.59
Window
-23.1%
ATM IV
z -0.38
0.1
Mean
0.23
Window
+72.0%
IV Percentile
z -1.08
17.79
Mean
51.53
Window
+641.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.74 | 0.53 |
| ATM IV | 0.74 | 1.00 | 0.53 |
| IV Percent... | 0.53 | 0.53 | 1.00 |
Source observations
Data inspector
1-50 of 493
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-10 | 22.5 | 1.33 | 0.1 | 17.79 |
| 2026-11-09 | 22.59 | 2.21 | 0.13 | 30.92 |
| 2026-11-06 | 22.53 | 1.33 | 0.1 | 17.31 |
| 2026-11-05 | 22.53 | 0.91 | 0.08 | 9.13 |
| 2026-11-04 | 22.6 | 1.79 | 0.12 | 24.42 |
| 2026-11-03 | 22.44 | -- | -- | -- |
| 2026-11-02 | 22.43 | -- | -- | -- |
| 2026-10-30 | 22.6 | 1.67 | 0.11 | 21 |
| 2026-10-29 | 22.64 | 1.89 | 0.12 | 26.48 |
| 2026-10-28 | 22.67 | -- | -- | -- |
| 2026-10-27 | 22.67 | -- | -- | -- |
| 2026-10-26 | 22.53 | -- | -- | -- |
| 2026-10-23 | 22.49 | -- | -- | -- |
| 2026-10-22 | 22.5 | -- | -- | -- |
| 2026-10-21 | 22.47 | -- | -- | -- |
| 2026-10-20 | 22.43 | -- | -- | -- |
| 2026-10-19 | 22.44 | -- | -- | -- |
| 2026-10-15 | 22.53 | 45.57 | 1.77 | 96.93 |
| 2026-10-14 | 22.45 | 33.54 | 1.32 | 96.49 |
| 2026-10-13 | 22.53 | 26.41 | 1.05 | 96.05 |
| 2026-10-12 | 22.59 | 22.19 | 0.89 | 95.59 |
| 2026-10-09 | 22.56 | 16.91 | 0.69 | 95.18 |
| 2026-10-08 | 22.54 | 15.99 | 0.65 | 94.74 |
| 2026-10-07 | 22.55 | 14.92 | 0.61 | 92.54 |
| 2026-10-06 | 22.57 | 13.95 | 0.58 | 91.67 |
| 2026-10-05 | 22.5 | 13.97 | 0.58 | 92.07 |
| 2026-10-02 | 22.48 | 12.41 | 0.52 | 91.67 |
| 2026-10-01 | 22.47 | 11.93 | 0.5 | 91.67 |
| 2026-09-30 | 22.59 | 10.69 | 0.45 | 88.6 |
| 2026-09-29 | 22.64 | 10.14 | 0.43 | 88.16 |
| 2026-09-28 | 22.69 | 9.6 | 0.41 | 86.34 |
| 2026-09-25 | 22.78 | 8.27 | 0.36 | 81.58 |
| 2026-09-24 | 22.8 | 7.99 | 0.35 | 79.3 |
| 2026-09-23 | 22.85 | 0.81 | 0.08 | 13.22 |
| 2026-09-22 | 23.03 | 1.88 | 0.12 | 33.04 |
| 2026-09-21 | 23.03 | 1.79 | 0.12 | 31.86 |
| 2026-09-18 | 22.98 | 1.79 | 0.1 | 26.43 |
| 2026-09-17 | 23.03 | 1.95 | 0.11 | 28.63 |
| 2026-09-16 | 22.96 | 1.4 | 0.09 | 22.03 |
| 2026-09-15 | 22.92 | 1.19 | 0.08 | 15.42 |
| 2026-09-14 | 22.97 | 1.41 | 0.09 | 19.91 |
| 2026-09-11 | 23 | 1.43 | 0.09 | 22.03 |
| 2026-09-10 | 23.01 | 1.39 | 0.09 | 20.26 |
| 2026-09-09 | 23.11 | 1.33 | 0.09 | 19.38 |
| 2026-09-08 | 23.14 | 1.4 | 0.09 | 20.7 |
| 2026-09-04 | 23.16 | 1.29 | 0.08 | 19.38 |
| 2026-09-03 | 23.17 | 0.99 | 0.07 | 17.62 |
| 2026-09-02 | 23.14 | 0.85 | 0.07 | 14.98 |
| 2026-09-01 | 23.14 | 0.75 | 0.06 | 12.39 |
| 2026-08-31 | 23.35 | 2.13 | 0.12 | 31.56 |