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SiriusPoint Ltd SPNT 26.81 -0.24 -0.89%

Previous-day view · Thu Nov 12 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SPNT / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.79
25.69
Mean
15.97
Window
+246.2%
ATM IV z -0.09
0.54
Mean
0.56
Window
+12.6%
IV Percentile z 0.83
69.11
Mean
46.12
Window
+60.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.88
ATM IV 0.89 1.00 0.81
IV Percent... 0.88 0.81 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-12 26.81 25.69 0.54 69.11
2026-11-11 27.05 15.47 0.38 30.2
2026-11-10 27.38 19.94 0.45 49.8
2026-11-09 26.41 12.84 0.34 22.13
2026-11-06 26.33 18.67 0.43 46.94
2026-11-05 26.27 18.05 0.42 43.27
2026-11-04 25.82 20.31 0.45 53.15
2026-11-03 25.8 20.07 0.45 52.36
2026-11-02 26.01 18.73 0.43 49.01
2026-10-30 25.88 33.05 0.65 84.25
2026-10-29 25.95 15.25 0.37 31.5
2026-10-28 25.27 38.25 0.73 89.37
2026-10-27 25.35 12.59 0.33 22.44
2026-10-26 25.77 13.76 0.35 26.88
2026-10-23 25.76 28.29 0.58 79.92
2026-10-22 25.96 26.36 0.55 74.02
2026-10-21 25.68 27.51 0.56 77.95
2026-10-20 25.52 27.83 0.57 78.74
2026-10-19 25.21 29.03 0.59 81.82
2026-10-15 24.87 22.66 0.56 77.65
2026-10-14 25.27 15.49 0.43 50.2
2026-10-13 25.24 21.22 0.53 70.98
2026-10-12 25.54 19.78 0.51 66.93
2026-10-09 24.96 15.1 0.42 47.45
2026-10-08 25.03 20.72 0.52 69.02
2026-10-07 24.62 22.46 0.55 74.12
2026-10-06 24.61 21.94 0.55 72.16
2026-10-05 24.5 22.11 0.55 72.83
2026-10-02 24.42 21.51 0.54 70.98
2026-10-01 24.41 7.46 0.28 12.94
2026-09-30 24.25 34.36 0.78 88.63
2026-09-29 24.84 6.98 0.27 11.37
2026-09-28 24.83 14.02 0.4 40.94
2026-09-25 25.38 16.76 0.45 54.9
2026-09-24 25.8 24.9 0.6 79.92
2026-09-23 25.42 7.84 0.28 14.17
2026-09-22 25.48 18.07 0.47 60.24
2026-09-21 25.17 17.29 0.46 56.52
2026-09-18 24.75 5.22 0.24 7.48
2026-09-17 24.43 24.56 0.59 79.53
2026-09-16 24.47 9.25 0.31 19.29
2026-09-15 24.67 3.78 0.21 5.51
2026-09-14 24.62 15.43 0.42 50.2
2026-09-11 24.2 13.54 0.39 37.01
2026-09-10 24.36 22.62 0.56 75.59
2026-09-09 24.26 4.69 0.23 6.69
2026-09-08 24.15 6.96 0.27 9.84
2026-09-04 24.48 14.01 0.4 42.52
2026-09-03 24.84 12.85 0.38 33.46
2026-09-02 24.32 22.31 0.55 74.41