You're reading the free version. Trader adds the live tape and alerts.
Start tracking
State Street SPDR Portfolio S&P SPMD 64.95 -0.23 -0.35%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SPMD / Comparative study
3 signals / 494 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.53
9.17
Mean
15.62
Window
-65.7%
ATM IV
z -0.87
0.17
Mean
0.34
Window
-64.3%
IV Percentile
z -1.22
9.31
Mean
41.73
Window
-85.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.83 | 0.80 |
| ATM IV | 0.83 | 1.00 | 0.78 |
| IV Percent... | 0.80 | 0.78 | 1.00 |
Source observations
Data inspector
1-50 of 494
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-10 | 64.95 | 9.17 | 0.17 | 9.31 |
| 2026-11-09 | 65.18 | 9.59 | 0.18 | 11.38 |
| 2026-11-06 | 63.17 | 11.09 | 0.19 | 22.67 |
| 2026-11-05 | 62.78 | 15.45 | 0.22 | 46.96 |
| 2026-11-04 | 65.34 | 9.88 | 0.18 | 16.02 |
| 2026-11-03 | 64.95 | 13.73 | 0.21 | 36.72 |
| 2026-11-02 | 64.73 | 18.69 | 0.25 | 63.14 |
| 2026-10-30 | 64.24 | 20.42 | 0.26 | 67.97 |
| 2026-10-29 | 65.01 | 15.42 | 0.22 | 46.48 |
| 2026-10-28 | 64.24 | 10.57 | 0.18 | 20.31 |
| 2026-10-27 | 64.14 | 10.06 | 0.18 | 17.19 |
| 2026-10-26 | 63.87 | 11.2 | 0.19 | 23.53 |
| 2026-10-23 | 63.4 | 25.37 | 0.31 | 78.13 |
| 2026-10-22 | 63.75 | 16.47 | 0.23 | 53.91 |
| 2026-10-21 | 64.29 | 9.88 | 0.18 | 16.02 |
| 2026-10-20 | 64.04 | 10.62 | 0.18 | 19.53 |
| 2026-10-19 | 63.42 | 15.92 | 0.23 | 49.41 |
| 2026-10-15 | 63.98 | 10.21 | 0.18 | 17.51 |
| 2026-10-14 | 63.31 | 17.47 | 0.24 | 58.37 |
| 2026-10-13 | 64.16 | 14.52 | 0.22 | 40.08 |
| 2026-10-12 | 64.08 | 16.06 | 0.23 | 50 |
| 2026-10-09 | 64.33 | 13.81 | 0.21 | 37.35 |
| 2026-10-08 | 63.97 | 14.83 | 0.22 | 42.41 |
| 2026-10-07 | 63.76 | 15.24 | 0.22 | 44.36 |
| 2026-10-06 | 64.83 | 13.59 | 0.21 | 36.58 |
| 2026-10-05 | 64.55 | 15.84 | 0.23 | 48.44 |
| 2026-10-02 | 64.3 | 15.77 | 0.23 | 47.86 |
| 2026-10-01 | 63.68 | 16.41 | 0.23 | 51.36 |
| 2026-09-30 | 63.04 | 16.73 | 0.23 | 53.7 |
| 2026-09-29 | 63.4 | 17.7 | 0.24 | 57.59 |
| 2026-09-28 | 63.46 | 10.9 | 0.19 | 20.31 |
| 2026-09-25 | 63.93 | 14.34 | 0.22 | 40.08 |
| 2026-09-24 | 63.7 | 10.75 | 0.19 | 19.14 |
| 2026-09-23 | 63.99 | 15.34 | 0.22 | 44.14 |
| 2026-09-22 | 64.37 | 14.93 | 0.22 | 42.58 |
| 2026-09-21 | 64.17 | 14.71 | 0.22 | 40.78 |
| 2026-09-18 | 64.14 | 12.48 | 0.2 | 30.08 |
| 2026-09-17 | 64.36 | 100 | 0.91 | 100 |
| 2026-09-16 | 64 | 100 | 0.73 | 100 |
| 2026-09-15 | 64.38 | 74 | 0.56 | 99.22 |
| 2026-09-14 | 64.64 | 39.61 | 0.35 | 83.92 |
| 2026-09-11 | 65.24 | 34.75 | 0.31 | 78.13 |
| 2026-09-10 | 64.72 | 36.37 | 0.33 | 79.69 |
| 2026-09-09 | 65.34 | 28.1 | 0.27 | 66.8 |
| 2026-09-08 | 66.05 | 14.85 | 0.19 | 23.05 |
| 2026-09-04 | 66.47 | 14.44 | 0.19 | 19.92 |
| 2026-09-03 | 66.37 | 11.17 | 0.17 | 8.59 |
| 2026-09-02 | 65.82 | 7.54 | 0.15 | 2.73 |
| 2026-09-01 | 65.35 | 16.16 | 0.2 | 27.84 |
| 2026-08-31 | 66.05 | 12.71 | 0.18 | 12.99 |