State Street SPDR Portfolio Mortgage SPMB 21.63 0.06 0.28%
SPMB Historical Options Analysis
Explore SPMB (State Street SPDR Portfolio Mortgage) 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
SPMB / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.73
0.85
Mean
8.04
Window
-96.0%
ATM IV
z -0.66
0.24
Mean
0.56
Window
-83.8%
IV Percentile
z 0.65
50
Mean
32.88
Window
-39.6%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.91 | 0.81 |
| ATM IV | 0.91 | 1.00 | 0.77 |
| IV Percent... | 0.81 | 0.77 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 21.63 | 0.85 | 0.24 | 50 |
| 2026-09-18 | 21.57 | 0.5 | 0.22 | 45.28 |
| 2026-09-17 | 21.66 | -- | -- | -- |
| 2026-09-16 | 21.52 | -- | -- | -- |
| 2026-09-15 | 21.55 | -- | -- | -- |
| 2026-09-14 | 21.53 | -- | -- | -- |
| 2026-09-11 | 21.57 | -- | -- | -- |
| 2026-09-10 | 21.61 | -- | -- | -- |
| 2026-09-09 | 21.78 | -- | -- | -- |
| 2026-09-08 | 21.84 | -- | -- | -- |
| 2026-09-07 | 21.87 | -- | -- | -- |
| 2026-09-04 | 21.87 | -- | -- | -- |
| 2026-09-03 | 21.86 | -- | -- | -- |
| 2026-09-02 | 21.82 | -- | -- | -- |
| 2026-09-01 | 21.82 | -- | -- | -- |
| 2026-08-31 | 21.97 | -- | -- | -- |
| 2026-08-28 | 21.99 | -- | -- | -- |
| 2026-08-27 | 22.06 | -- | -- | -- |
| 2026-08-26 | 22.07 | -- | -- | -- |
| 2026-08-25 | 22.12 | -- | -- | -- |
| 2026-08-24 | 22.02 | 2.66 | 0.25 | 37.68 |
| 2026-08-21 | 21.96 | 2.4 | 0.24 | 37.14 |
| 2026-08-20 | 22 | -- | -- | -- |
| 2026-08-19 | 22.08 | -- | -- | -- |
| 2026-08-18 | 21.98 | -- | -- | -- |
| 2026-08-17 | 21.95 | -- | -- | -- |
| 2026-08-14 | 22 | -- | -- | -- |
| 2026-08-13 | 22.07 | -- | -- | -- |
| 2026-08-12 | 22 | -- | -- | -- |
| 2026-08-11 | 21.96 | -- | -- | -- |
| 2026-08-10 | 21.94 | -- | -- | -- |
| 2026-08-07 | 22.03 | -- | -- | -- |
| 2026-08-06 | 21.96 | -- | -- | -- |
| 2026-08-05 | 22.03 | -- | -- | -- |
| 2026-08-04 | 22.02 | -- | -- | -- |
| 2026-08-03 | 21.9 | -- | -- | -- |
| 2026-07-31 | 21.92 | -- | -- | -- |
| 2026-07-30 | 22.02 | -- | -- | -- |
| 2026-07-29 | 22.01 | -- | -- | -- |
| 2026-07-28 | 22.1 | -- | -- | -- |
| 2026-07-27 | 22.03 | 2.07 | 0.22 | 29.89 |
| 2026-07-24 | 21.97 | 1.88 | 0.21 | 18.18 |
| 2026-07-23 | 21.94 | 1.78 | 0.2 | 9.09 |
| 2026-07-22 | 21.99 | 1.88 | 0.21 | 20.45 |
| 2026-07-21 | 22.04 | 1.88 | 0.21 | 20.45 |
| 2026-07-20 | 22.08 | 2.02 | 0.21 | 24.14 |
| 2026-07-17 | 22.14 | 2.12 | 0.22 | 27.27 |
| 2026-07-16 | 22.13 | -- | -- | -- |
| 2026-07-15 | 22.14 | -- | -- | -- |
| 2026-07-14 | 22.12 | 2.17 | 0.21 | 24.44 |