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State Street SPDR Portfolio S&P SPYD 47.04 -0.55 -1.16%

SPYD Historical Options Analysis

Explore SPYD (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

SPYD / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.10
26.15
Mean
24.52
Window
+81.1%
ATM IV z -0.50
0.13
Mean
0.16
Window
+8.6%
IV Percentile z -0.47
35.86
Mean
49.63
Window
+220.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.74 0.75
ATM IV 0.74 1.00 0.80
IV Percent... 0.75 0.80 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 47.04 26.15 0.13 35.86
2026-09-18 47.59 21.62 0.12 19.05
2026-09-17 48.14 18.41 0.11 12.7
2026-09-16 47.9 23.79 0.13 25.79
2026-09-15 48.48 23.41 0.13 24.6
2026-09-14 48.63 25.67 0.13 32.67
2026-09-11 48.49 20.83 0.12 16.67
2026-09-10 48.26 25.32 0.13 30.56
2026-09-09 48.48 33.66 0.15 61.11
2026-09-08 49.18 24.33 0.13 27.78
2026-09-07 49.75 32.26 0.15 56.57
2026-09-04 49.62 31.27 0.15 53.17
2026-09-03 49.87 20.94 0.12 16.67
2026-09-02 49.75 13.35 0.1 4.37
2026-09-01 49.54 25.13 0.13 29.48
2026-08-31 49.62 25.88 0.13 31.6
2026-08-28 50.01 27.94 0.14 39.84
2026-08-27 49.98 31.08 0.15 51.79
2026-08-26 50.44 15.15 0.1 6.37
2026-08-25 50.44 18.51 0.11 13.15
2026-08-24 50.68 23.93 0.13 26.8
2026-08-21 50.43 37.24 0.16 71.31
2026-08-20 50.31 33.9 0.15 61.35
2026-08-19 50.5 31.5 0.15 54.18
2026-08-18 49.92 30.8 0.15 52.59
2026-08-17 49.78 32.13 0.15 56
2026-08-14 50.41 32.49 0.15 56.97
2026-08-13 50.4 31.36 0.15 54.58
2026-08-12 49.8 31.37 0.15 54.98
2026-08-11 49.85 49.23 0.19 91.24
2026-08-10 49.73 37.62 0.16 72.8
2026-08-07 49.9 35.69 0.16 67.73
2026-08-06 49.49 47.71 0.19 88.45
2026-08-05 49.88 35.65 0.16 68.13
2026-08-04 50.19 37.53 0.16 72.91
2026-08-03 49.83 33.89 0.15 63.6
2026-07-31 49.5 28.08 0.14 45.82
2026-07-30 49.74 28.71 0.14 49.4
2026-07-29 50.41 60.77 0.22 96.41
2026-07-28 50.54 34.21 0.15 63.75
2026-07-27 49.89 32.87 0.15 60.8
2026-07-24 49.75 29.65 0.14 52.99
2026-07-23 49.08 27.38 0.14 43.43
2026-07-22 49.52 27.3 0.14 42.63
2026-07-21 49.31 25.46 0.13 37.05
2026-07-20 49.19 28.45 0.14 47.6
2026-07-17 49.39 28.98 0.14 50.6
2026-07-16 49.54 17.22 0.11 16.33
2026-07-15 48.62 25.86 0.13 37.45
2026-07-14 48.51 25.6 0.13 37.45