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State Street SPDR Portfolio S&P SPMD 64.08 -0.06 -0.09%

SPMD Historical Options Analysis

Explore SPMD (State Street SPDR Portfolio S&P) 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

SPMD / Comparative study

3 signals / 505 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.16
14.71
Mean
16.7
Window
-45.9%
ATM IV z -0.73
0.22
Mean
0.36
Window
-55.5%
IV Percentile z -0.10
40.78
Mean
43.43
Window
-42.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.80
ATM IV 0.82 1.00 0.80
IV Percent... 0.80 0.80 1.00
Source observations

Data inspector

1-50 of 505
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 64.08 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
2026-09-07 66.47 18.02 0.21 36.47
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
2026-08-28 66.38 15.55 0.2 25.49
2026-08-27 67.17 27.86 0.27 63.53
2026-08-26 67.15 26.93 0.27 62.35
2026-08-25 66.73 25.22 0.26 57.65
2026-08-24 66.76 31.11 0.29 67.72
2026-08-21 67.27 24.77 0.25 56.47
2026-08-20 66.92 26.75 0.26 61.57
2026-08-19 67.49 21.89 0.23 48.24
2026-08-18 67.7 18.19 0.21 35.69
2026-08-17 68.79 31.58 0.3 66.93
2026-08-14 68.93 21.57 0.23 47.45
2026-08-13 68.7 13.62 0.25 54.9
2026-08-12 68.41 15.72 0.27 61.96
2026-08-11 68.15 17.26 0.29 65.49
2026-08-10 67.97 17.84 0.3 67.32
2026-08-07 68.17 13.08 0.25 52.94
2026-08-06 67.25 7.88 0.19 18.82
2026-08-05 67.47 7.44 0.18 17.25
2026-08-04 67.91 11.18 0.22 40.39
2026-08-03 66.69 7.06 0.18 13.78
2026-07-31 65.98 7.24 0.18 15.69
2026-07-30 66.03 7.42 0.18 16.08
2026-07-29 65.46 8.95 0.2 25.88
2026-07-28 66.62 7.22 0.18 15.29
2026-07-27 66.59 6.53 0.17 9.84
2026-07-24 66.38 7.42 0.18 14.9
2026-07-23 66.11 9.76 0.21 29.02
2026-07-22 66.33 7.09 0.18 13.73
2026-07-21 66.35 6.36 0.17 8.24
2026-07-20 65.68 8.24 0.19 18.9
2026-07-17 66.18 6.87 0.18 10.98
2026-07-16 66.6 6.69 0.17 10.2
2026-07-15 66.28 6.91 0.18 10.59
2026-07-14 66.23 7.54 0.18 13.33