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State Street SPDR Portfolio S&P SPYM 89.75 0.54 0.61%

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

SPYM / Comparative study

3 signals / 115 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.04
17.49
Mean
18.04
Window
--
ATM IV z -0.99
0.13
Mean
0.15
Window
-40.7%
IV Percentile z -0.41
14.91
Mean
24.3
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.52 0.93
ATM IV 0.52 1.00 0.62
IV Percent... 0.93 0.62 1.00
Source observations

Data inspector

1-50 of 115
  • 1 / 3
Date Close IV Rank ATM IV IV Percentile
2026-09-11 89.75 17.49 0.13 14.91
2026-09-10 89.21 32.87 0.15 49.56
2026-09-09 89.75 21 0.13 23.21
2026-09-08 90.17 17.52 0.13 15.32
2026-09-07 90.67 12.31 0.12 6.36
2026-09-04 90.67 8.24 0.12 1.83
2026-09-03 91.01 11.98 0.12 4.63
2026-09-02 90.07 19.84 0.13 15.89
2026-09-01 89.65 23.82 0.14 27.36
2026-08-31 90.28 6.46 0.12 0.95
2026-08-28 90.57 0 0.11 0
2026-08-27 90.75 0 0.12 0
2026-08-26 90.17 0.81 0.12 0.98
2026-08-25 90.15 4.32 0.13 4.95
2026-08-24 89.88 4.82 0.13 5
2026-08-21 90.13 4.05 0.13 4.04
2026-08-20 89.78 15.92 0.14 23.47
2026-08-19 90.54 3.41 0.13 3.09
2026-08-18 90.34 12.66 0.13 15.63
2026-08-17 90.96 7.35 0.13 5.26
2026-08-14 91.39 8.46 0.13 6.38
2026-08-13 91.56 5.9 0.13 3.23
2026-08-12 90.94 8.84 0.13 5.43
2026-08-11 90.69 13.52 0.13 13.19
2026-08-10 91 13.96 0.14 13.33
2026-08-07 91.01 7.94 0.13 4.49
2026-08-06 90.47 14.97 0.14 14.77
2026-08-05 90.61 19.12 0.14 24.14
2026-08-04 90.79 26.71 0.15 36.05
2026-08-03 89.19 11.66 0.13 9.41
2026-07-31 87.9 20.79 0.14 26.19
2026-07-30 87.31 17.96 0.14 18.07
2026-07-29 85.93 47 0.17 82.93
2026-07-28 87.19 40.95 0.16 71.6
2026-07-27 86.99 35.58 0.16 56.25
2026-07-24 86.96 34.75 0.16 54.43
2026-07-23 86.91 39.49 0.16 66.67
2026-07-22 87.97 17.1 0.14 16.88
2026-07-21 88.08 18.44 0.14 21.05
2026-07-20 87.36 38.59 0.16 64
2026-07-17 87.48 29.09 0.15 36.49
2026-07-16 88.37 21.72 0.14 26.03
2026-07-15 88.84 10.63 0.13 5.56
2026-07-14 88.5 18.14 0.14 19.72
2026-07-13 88.18 31.83 0.15 41.43
2026-07-10 88.85 11.2 0.13 8.7
2026-07-09 88.47 14.16 0.14 11.76
2026-07-08 87.72 20.25 0.14 20.9
2026-07-07 88 23.84 0.14 27.27
2026-07-02 87.67 10.66 0.13 6.15