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State Street SPDR Portfolio S&P SPSM 55.31 0.3 0.55%

Previous-day view · Fri Sep 11 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

SPSM / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.94
45.18
Mean
29.38
Window
+5.8%
ATM IV z -0.19
0.21
Mean
0.22
Window
-18.1%
IV Percentile z 0.29
57.42
Mean
48.93
Window
-34.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.75 0.74
ATM IV 0.75 1.00 0.86
IV Percent... 0.74 0.86 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
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
2026-09-07 56.78 38.71 0.2 34.51
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
2026-08-26 57.07 27.7 0.17 8.24
2026-08-25 57.03 37.17 0.19 28.63
2026-08-24 57.06 38.43 0.2 32.28
2026-08-21 57.28 24.87 0.16 5.88
2026-08-20 56.93 35.71 0.19 21.96
2026-08-19 57.51 42.1 0.21 50.59
2026-08-18 57.43 37.3 0.19 28.24
2026-08-17 58.24 29.19 0.17 8.66
2026-08-14 58.48 19.96 0.15 3.92
2026-08-13 58.2 27.12 0.17 7.06
2026-08-12 57.97 32.06 0.18 12.55
2026-08-11 57.69 30.43 0.18 9.41
2026-08-10 57.57 33.29 0.18 14.17
2026-08-07 57.91 26.19 0.16 6.27
2026-08-06 57.5 40.42 0.2 36.86
2026-08-05 57.91 37.85 0.2 27.06
2026-08-04 58.47 17.7 0.14 1.96
2026-08-03 57.49 32.12 0.18 11.42
2026-07-31 56.57 36.21 0.19 20.78
2026-07-30 56.57 35.06 0.19 16.47
2026-07-29 56.1 54.46 0.24 77.25
2026-07-28 56.89 33.62 0.18 13.33
2026-07-27 56.59 50.09 0.23 67.72
2026-07-24 56.32 49.31 0.23 65.1
2026-07-23 56.32 40.71 0.2 35.69
2026-07-22 56.69 47.05 0.22 61.18
2026-07-21 57 31.43 0.18 9.8
2026-07-20 56.42 48.55 0.22 62.6
2026-07-17 56.76 36.36 0.19 20
2026-07-16 57.21 31.66 0.18 9.8
2026-07-15 56.84 48.92 0.22 64.31
2026-07-14 56.51 35.94 0.19 17.65
2026-07-13 56.37 36.73 0.19 20.47
2026-07-10 56.6 35.63 0.19 16.08
2026-07-09 56.57 43.03 0.21 48.63
2026-07-08 55.87 35.41 0.19 15.29
2026-07-07 56.55 41.44 0.2 43.14
2026-07-02 56.95 63.65 0.26 85.94