SiriusPoint Ltd SPNT 25.17 0.42 1.7%
SPNT Historical Options Analysis
Explore SPNT (SiriusPoint Ltd) 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
SPNT / Comparative study
3 signals / 505 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.05
17.29
Mean
16.66
Window
+4222.5%
ATM IV
z -0.40
0.46
Mean
0.61
Window
+89.7%
IV Percentile
z 0.32
56.52
Mean
47.2
Window
+6965.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.88 | 0.84 |
| ATM IV | 0.88 | 1.00 | 0.84 |
| IV Percent... | 0.84 | 0.84 | 1.00 |
Source observations
Data inspector
1-50 of 505
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 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 |
| 2026-09-07 | 24.48 | 14.89 | 0.41 | 47.83 |
| 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 |
| 2026-09-01 | 24.41 | 23.26 | 0.57 | 76.68 |
| 2026-08-31 | 24.19 | 18.26 | 0.48 | 62.3 |
| 2026-08-28 | 24.18 | 9.58 | 0.32 | 20.16 |
| 2026-08-27 | 24.07 | 10.62 | 0.34 | 21.34 |
| 2026-08-26 | 23.98 | 23.8 | 0.58 | 77.87 |
| 2026-08-25 | 23.96 | 7.73 | 0.28 | 13.04 |
| 2026-08-24 | 24.02 | 7.57 | 0.28 | 11.9 |
| 2026-08-21 | 23.63 | 24.86 | 0.6 | 79.45 |
| 2026-08-20 | 23.6 | 83.4 | 1.68 | 99.6 |
| 2026-08-19 | 23.38 | 54.27 | 1.14 | 97.23 |
| 2026-08-18 | 23.55 | 58.21 | 1.22 | 98.42 |
| 2026-08-17 | 23.45 | 45.28 | 0.98 | 95.63 |
| 2026-08-14 | 23.72 | 28.38 | 0.66 | 83 |
| 2026-08-13 | 23.23 | 31.29 | 0.72 | 88.14 |
| 2026-08-12 | 22.9 | 7.85 | 0.28 | 14.23 |
| 2026-08-11 | 22.55 | 35.57 | 0.8 | 91.3 |
| 2026-08-10 | 22.68 | 42.12 | 0.92 | 95.63 |
| 2026-08-07 | 23.03 | 21.54 | 0.54 | 75.89 |
| 2026-08-06 | 23.64 | 22.57 | 0.56 | 77.87 |
| 2026-08-05 | 23.61 | 18.47 | 0.48 | 65.22 |
| 2026-08-04 | 23.93 | 46.7 | 1 | 96.44 |
| 2026-08-03 | 23.64 | 61.82 | 1.28 | 98.81 |
| 2026-07-31 | 23.65 | 18.5 | 0.48 | 65.61 |
| 2026-07-30 | 23.66 | 23.59 | 0.58 | 79.84 |
| 2026-07-29 | 25.81 | 21.96 | 0.55 | 77.08 |
| 2026-07-28 | 26.31 | 20.27 | 0.51 | 73.12 |
| 2026-07-27 | 25.64 | 8.54 | 0.3 | 16.27 |
| 2026-07-24 | 25.35 | 7.96 | 0.29 | 14.62 |
| 2026-07-23 | 24.75 | 8.05 | 0.29 | 15.02 |
| 2026-07-22 | 24.55 | 11.55 | 0.35 | 25.69 |
| 2026-07-21 | 24.49 | 24.48 | 0.59 | 81.42 |
| 2026-07-20 | 24.66 | 14.63 | 0.41 | 45.63 |
| 2026-07-17 | 24.9 | 7.1 | 0.27 | 10.67 |
| 2026-07-16 | 24.81 | 22.75 | 0.56 | 77.47 |
| 2026-07-15 | 24.23 | 16.18 | 0.44 | 54.55 |
| 2026-07-14 | 24.73 | 11.41 | 0.35 | 24.51 |