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State Street SPDR S&P 500 SPY 778.01 -0.09 -0.01% Regime: Vol Compression (67%)

Previous-day view · Tue Oct 13 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 / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.39
35.38
Mean
29.07
Window
+16.3%
ATM IV z -0.71
0.13
Mean
0.16
Window
-20.4%
IV Percentile z -1.57
9.34
Mean
53.49
Window
-89.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.69 0.52
ATM IV 0.69 1.00 0.77
IV Percent... 0.52 0.77 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-10-13 778.01 35.38 0.13 9.34
2026-10-12 778.1 35.71 0.13 11.33
2026-10-09 778.57 33.46 0.12 5.06
2026-10-08 773.93 37.42 0.13 19.84
2026-10-07 777.22 36.03 0.13 12.45
2026-10-06 779.09 36.63 0.13 15.18
2026-10-05 774.83 35.38 0.13 8.98
2026-10-02 769.64 36.08 0.13 12.45
2026-10-01 763.99 39.17 0.14 33.46
2026-09-30 762.63 39.02 0.14 32.68
2026-09-29 764.2 38.4 0.14 26.07
2026-09-28 765.61 38.98 0.14 30.86
2026-09-25 771.35 32.7 0.12 4.28
2026-09-24 767.18 35.85 0.13 11.72
2026-09-23 767.81 34.69 0.13 7.03
2026-09-22 773.38 32.48 0.12 3.52
2026-09-21 773.5 34.3 0.13 6.27
2026-09-18 761.69 33.07 0.12 3.91
2026-09-17 762.6 35.59 0.13 8.2
2026-09-16 754.05 45.11 0.15 53.52
2026-09-15 757.39 42.24 0.14 46.48
2026-09-14 760.88 40.86 0.14 40.39
2026-09-11 764.29 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