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State Street SPDR Portfolio S&P SPTM 93.46 1.1 1.19%

SPTM Historical Options Analysis

Explore SPTM (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

SPTM / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.23
14.78
Mean
18.28
Window
-45.2%
ATM IV z -0.04
0.16
Mean
0.16
Window
+7.0%
IV Percentile z 0.41
62.95
Mean
51.71
Window
-4.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.74 0.74
ATM IV 0.74 1.00 0.77
IV Percent... 0.74 0.77 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 93.46 14.78 0.16 62.95
2026-09-18 92.36 8.44 0.13 23.41
2026-09-17 92.3 11.43 0.14 41.27
2026-09-16 91.32 12.36 0.15 47.62
2026-09-15 91.72 15.86 0.16 65.48
2026-09-14 92.13 15.76 0.16 64.94
2026-09-11 92.55 18.7 0.18 75.4
2026-09-10 91.81 17.04 0.17 69.84
2026-09-09 92.35 10.38 0.14 37.7
2026-09-08 92.81 22.04 0.19 82.94
2026-09-07 93.39 10.76 0.14 40.24
2026-09-04 93.39 7.48 0.13 9.13
2026-09-03 93.67 9.54 0.14 32.14
2026-09-02 92.71 20.36 0.18 80.16
2026-09-01 92.29 22.43 0.19 84.06
2026-08-31 92.92 16.15 0.17 68.8
2026-08-28 93.25 18.01 0.17 74.1
2026-08-27 93.54 12.72 0.15 52.59
2026-08-26 92.97 13.66 0.15 59.36
2026-08-25 92.93 13 0.15 56.18
2026-08-24 92.67 16.78 0.17 71.2
2026-08-21 92.94 12.87 0.15 54.98
2026-08-20 92.54 17.51 0.17 73.31
2026-08-19 93.32 13.78 0.15 60.96
2026-08-18 93.17 14.12 0.16 63.35
2026-08-17 93.85 12.28 0.15 53.2
2026-08-14 94.29 8.87 0.13 31.87
2026-08-13 94.44 7.8 0.13 23.51
2026-08-12 93.8 7.14 0.13 9.16
2026-08-11 93.57 9.19 0.13 32.27
2026-08-10 93.84 11.17 0.14 46
2026-08-07 93.89 7.36 0.13 10.36
2026-08-06 93.26 14.69 0.16 65.74
2026-08-05 93.45 17.23 0.17 72.51
2026-08-04 93.67 12.39 0.15 53.78
2026-08-03 92.02 8.74 0.13 29.6
2026-07-31 90.73 9.56 0.14 33.86
2026-07-30 90.17 11.96 0.15 52.59
2026-07-29 88.69 21.17 0.19 82.47
2026-07-28 90.11 15.64 0.16 68.92
2026-07-27 89.86 13.23 0.15 59.6
2026-07-24 89.81 10.53 0.14 43.43
2026-07-23 89.71 14.2 0.16 64.54
2026-07-22 90.77 10.97 0.14 45.82
2026-07-21 90.88 11.94 0.15 54.18
2026-07-20 90.13 11.68 0.15 51.6
2026-07-17 90.29 11.44 0.14 49.8
2026-07-16 91.19 10.45 0.14 44.22
2026-07-15 91.58 12.52 0.15 55.38
2026-07-14 91.27 11.8 0.15 52.99