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State Street SPDR Portfolio S&P SPSM 53.49 0.03 0.06%

Previous-day view · Fri Nov 6 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

SPSM / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.27
34.51
Mean
29.65
Window
+8.5%
ATM IV z -0.16
0.21
Mean
0.22
Window
-7.9%
IV Percentile z 0.31
55.87
Mean
46.82
Window
-19.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.78 0.74
ATM IV 0.78 1.00 0.86
IV Percent... 0.74 0.86 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 53.49 34.51 0.21 55.87
2026-11-05 53.46 37.03 0.22 60.32
2026-11-04 55.57 28.77 0.19 33.2
2026-11-03 54.84 33.05 0.21 51.56
2026-11-02 54.98 26.43 0.19 23.92
2026-10-30 54.53 40.82 0.24 70.31
2026-10-29 55.2 17.48 0.16 5.08
2026-10-28 54.33 27.57 0.19 28.13
2026-10-27 54.29 23.79 0.18 14.45
2026-10-26 53.99 23.67 0.18 13.73
2026-10-23 53.73 31.06 0.2 37.5
2026-10-22 53.89 24.17 0.18 15.23
2026-10-21 53.56 26.38 0.19 21.09
2026-10-20 53.53 24.01 0.18 14.84
2026-10-19 52.82 29.74 0.2 34.12
2026-10-15 53.34 24.43 0.18 15.95
2026-10-14 52.65 29.86 0.2 33.85
2026-10-13 53.49 26.54 0.19 21.79
2026-10-12 53.42 25.21 0.18 18.36
2026-10-09 53.45 26.4 0.19 20.23
2026-10-08 53.36 26.56 0.19 21.01
2026-10-07 53.28 28.41 0.19 28.4
2026-10-06 53.99 29.8 0.2 32.3
2026-10-05 54.05 22.47 0.17 11.33
2026-10-02 53.84 28.05 0.19 26.07
2026-10-01 53.24 62.93 0.31 93.77
2026-09-30 52.86 100 0.44 100
2026-09-29 53.21 99.71 0.4 99.61
2026-09-28 53.38 97.91 0.4 99.61
2026-09-25 53.77 77.41 0.33 95.72
2026-09-24 53.56 80.63 0.34 98.05
2026-09-23 53.7 80.87 0.34 98.44
2026-09-22 54.29 65.69 0.3 94.14
2026-09-21 54.14 79.17 0.34 98.04
2026-09-18 54.23 78.6 0.34 98.05
2026-09-17 54.45 100 0.4 100
2026-09-16 54.43 36.83 0.19 27.34
2026-09-15 54.66 41.15 0.2 38.67
2026-09-14 54.94 43.24 0.21 51.76
2026-09-11 55.31 45.18 0.21 57.42
2026-09-10 55.01 41.55 0.21 48.83
2026-09-09 55.51 29.11 0.17 10.16
2026-09-08 56.09 35.24 0.19 22.66
2026-09-04 56.51 36.44 0.19 27.34
2026-09-03 56.3 34.56 0.19 19.92
2026-09-02 56.11 33.67 0.18 18.75
2026-09-01 55.57 28.69 0.17 9.41
2026-08-31 56.2 62.75 0.26 84.65
2026-08-28 56.6 72.05 0.29 92.16
2026-08-27 57.06 20.88 0.15 4.31