Direxion Daily S&P 500 Bear SPXS 23.99 -1.19 -4.74%
SPXS Historical Options Analysis
Explore SPXS (Direxion Daily S&P 500 Bear) 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
SPXS / Comparative study
3 signals / 505 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.03
27.97
Mean
28.46
Window
+62.2%
ATM IV
z -0.76
0.41
Mean
0.51
Window
+2.0%
IV Percentile
z -1.70
9.8
Mean
56.75
Window
-83.2%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.76 | 0.67 |
| ATM IV | 0.76 | 1.00 | 0.75 |
| IV Percent... | 0.67 | 0.75 | 1.00 |
Source observations
Data inspector
1-50 of 505
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 23.99 | 27.97 | 0.41 | 9.8 |
| 2026-09-18 | 25.18 | 27.23 | 0.41 | 8.59 |
| 2026-09-17 | 25.21 | 31.26 | 0.43 | 26.95 |
| 2026-09-16 | 26.1 | 52.52 | 0.58 | 75.39 |
| 2026-09-15 | 25.76 | 36.86 | 0.47 | 42.19 |
| 2026-09-14 | 25.39 | 31.09 | 0.43 | 26.27 |
| 2026-09-11 | 25.05 | 34.27 | 0.46 | 35.16 |
| 2026-09-10 | 25.67 | 39.81 | 0.49 | 52.34 |
| 2026-09-09 | 25.2 | 31.15 | 0.43 | 28.13 |
| 2026-09-08 | 24.84 | 29.09 | 0.42 | 16.02 |
| 2026-09-07 | 24.47 | 28.05 | 0.41 | 12.16 |
| 2026-09-04 | 24.44 | 22.78 | 0.38 | 3.13 |
| 2026-09-03 | 24.13 | 25.19 | 0.39 | 7.03 |
| 2026-09-02 | 24.89 | 25.97 | 0.4 | 7.81 |
| 2026-09-01 | 25.23 | 32.58 | 0.44 | 31.37 |
| 2026-08-31 | 24.72 | 25.48 | 0.39 | 7.09 |
| 2026-08-28 | 24.46 | 24.41 | 0.39 | 5.49 |
| 2026-08-27 | 24.28 | 22.03 | 0.37 | 2.75 |
| 2026-08-26 | 24.76 | 27.51 | 0.41 | 10.59 |
| 2026-08-25 | 24.76 | 25.78 | 0.4 | 6.67 |
| 2026-08-24 | 24.99 | 30.16 | 0.43 | 18.11 |
| 2026-08-21 | 24.76 | 26.23 | 0.4 | 7.84 |
| 2026-08-20 | 25.04 | 28.8 | 0.42 | 12.16 |
| 2026-08-19 | 24.41 | 27.32 | 0.41 | 9.8 |
| 2026-08-18 | 24.57 | 29.83 | 0.42 | 15.69 |
| 2026-08-17 | 24.06 | 35.63 | 0.46 | 37.01 |
| 2026-08-14 | 23.72 | 28.98 | 0.42 | 13.73 |
| 2026-08-13 | 23.56 | 31.52 | 0.44 | 27.06 |
| 2026-08-12 | 24.04 | 29.34 | 0.42 | 14.9 |
| 2026-08-11 | 24.22 | 31.52 | 0.44 | 26.67 |
| 2026-08-10 | 23.96 | 32.18 | 0.44 | 30.31 |
| 2026-08-07 | 23.96 | 31.06 | 0.43 | 23.14 |
| 2026-08-06 | 24.37 | 29.78 | 0.42 | 16.08 |
| 2026-08-05 | 24.24 | 37.23 | 0.48 | 41.96 |
| 2026-08-04 | 24.08 | 38.83 | 0.49 | 47.84 |
| 2026-08-03 | 25.44 | 24.64 | 0.39 | 7.09 |
| 2026-07-31 | 26.57 | 35.84 | 0.47 | 38.04 |
| 2026-07-30 | 27.13 | 34.62 | 0.46 | 35.29 |
| 2026-07-29 | 28.58 | 77 | 0.75 | 97.65 |
| 2026-07-28 | 27.3 | 51.3 | 0.57 | 75.29 |
| 2026-07-27 | 27.47 | 56.65 | 0.61 | 80.31 |
| 2026-07-24 | 27.49 | 49.72 | 0.56 | 74.51 |
| 2026-07-23 | 27.52 | 58.94 | 0.62 | 83.53 |
| 2026-07-22 | 26.54 | 36.28 | 0.47 | 41.57 |
| 2026-07-21 | 26.44 | 36.54 | 0.47 | 42.75 |
| 2026-07-20 | 27.1 | 44.37 | 0.52 | 64.96 |
| 2026-07-17 | 26.98 | 58.44 | 0.62 | 82.35 |
| 2026-07-16 | 26.16 | 29.53 | 0.42 | 17.25 |
| 2026-07-15 | 25.73 | 29.07 | 0.42 | 16.47 |
| 2026-07-14 | 26.02 | 30.06 | 0.43 | 17.65 |