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State Street SPDR S&P 500 SPY 764.48 6.65 0.88% Regime: Macro Event (82%)

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

SPY / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.55
37.31
Mean
28.43
Window
+34.5%
ATM IV z -0.62
0.13
Mean
0.16
Window
-14.8%
IV Percentile z -1.42
17.19
Mean
55.93
Window
-79.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.72 0.56
ATM IV 0.72 1.00 0.75
IV Percent... 0.56 0.75 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 764.48 37.31 0.13 17.19
2026-09-10 757.83 44.97 0.15 52.73
2026-09-09 762.4 39.46 0.14 35.16
2026-09-08 765.96 36.67 0.13 14.84
2026-09-07 769.45 35.72 0.13 10.59
2026-09-04 770.19 32.51 0.12 3.52
2026-09-03 773.17 30.99 0.12 2.34
2026-09-02 765.16 35.21 0.13 7.42
2026-09-01 761.78 38.78 0.14 29.41
2026-08-31 767.05 33.12 0.12 3.15
2026-08-28 769.35 31.01 0.12 2.75
2026-08-27 771.1 31.66 0.12 2.75
2026-08-26 766.08 35.61 0.13 9.41
2026-08-25 765.91 36.37 0.13 12.55
2026-08-24 763.47 37.84 0.13 21.65
2026-08-21 765.72 35.02 0.13 7.45
2026-08-20 762.6 38.1 0.13 23.92
2026-08-19 769.06 35.87 0.13 10.59
2026-08-18 767.45 37.57 0.13 18.82
2026-08-17 772.67 35.68 0.13 10.24
2026-08-14 776.34 33.8 0.12 3.92
2026-08-13 777.88 36.35 0.13 12.16
2026-08-12 772.49 36.5 0.13 13.33
2026-08-11 770.56 37.51 0.13 18.43
2026-08-10 773.03 38.65 0.14 27.56
2026-08-07 773.26 36.87 0.13 14.9
2026-08-06 768.56 38.52 0.14 26.27
2026-08-05 769.79 40.51 0.14 37.25
2026-08-04 771.33 42.4 0.14 45.88
2026-08-03 757.67 37.44 0.13 17.72
2026-07-31 747.03 37.24 0.13 16.08
2026-07-30 741.69 40.94 0.14 39.22
2026-07-29 729.46 53.45 0.17 76.08
2026-07-28 740.86 45.65 0.15 54.9
2026-07-27 739.09 47.39 0.16 61.42
2026-07-24 738.93 46.64 0.15 57.65
2026-07-23 738.18 47.7 0.16 63.14
2026-07-22 747.41 41.21 0.14 41.18
2026-07-21 748.28 41.83 0.14 45.1
2026-07-20 742.09 46.68 0.15 58.27
2026-07-17 743.29 47.42 0.16 62.35
2026-07-16 750.72 41.69 0.14 44.71
2026-07-15 754.81 39.14 0.14 32.16
2026-07-14 751.83 41.84 0.14 45.1
2026-07-13 749.17 44.03 0.15 50.39
2026-07-10 754.95 37.08 0.13 17.25
2026-07-09 751.71 39.16 0.14 32.55
2026-07-08 745.4 41.34 0.14 41.96
2026-07-07 747.71 39.86 0.14 35.29
2026-07-02 744.78 38 0.13 23.44