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State Street SPDR S&P 500 SPYX 63.4 0.9 1.44%

SPYX Historical Options Analysis

Explore SPYX (State Street SPDR S&P 500) 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

SPYX / Comparative study

3 signals / 505 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.93
38.21
Mean
16.64
Window
+123.2%
ATM IV z 1.02
0.42
Mean
0.28
Window
+0.6%
IV Percentile z 1.59
91.97
Mean
45.14
Window
+7.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.78 0.75
ATM IV 0.78 1.00 0.88
IV Percent... 0.75 0.88 1.00
Source observations

Data inspector

1-50 of 505
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 63.4 38.21 0.42 91.97
2026-09-18 62.5 33.19 0.37 89.2
2026-09-17 62.49 44.65 0.49 96
2026-09-16 61.79 10.79 0.14 18.4
2026-09-15 61.99 10.56 0.14 17.2
2026-09-14 62.33 8.03 0.11 4.02
2026-09-11 62.57 10.03 0.13 12.4
2026-09-10 62.08 11.05 0.14 19.2
2026-09-09 62.41 9.02 0.12 8
2026-09-08 62.73 10.84 0.14 16.8
2026-09-07 63.12 10.45 0.13 13.65
2026-09-04 63.12 9.39 0.12 8.4
2026-09-03 63.37 7.02 0.1 2
2026-09-02 62.68 8.44 0.11 4.4
2026-09-01 62.42 10.51 0.14 13.25
2026-08-31 62.88 8.52 0.11 5.65
2026-08-28 63.13 6.72 0.1 1.61
2026-08-27 63.26 5.77 0.09 0.8
2026-08-26 62.78 7.95 0.11 2.41
2026-08-25 62.82 7.66 0.11 2.01
2026-08-24 62.58 8.46 0.11 2.82
2026-08-21 62.71 7.15 0.1 1.2
2026-08-20 62.41 14.59 0.18 32.13
2026-08-19 62.98 11.56 0.15 14.86
2026-08-18 62.85 11.64 0.15 14.86
2026-08-17 63.29 9.38 0.12 4.44
2026-08-14 63.65 8.64 0.12 3.21
2026-08-13 63.79 8.52 0.11 2.81
2026-08-12 63.41 8.82 0.12 2.81
2026-08-11 63.24 8.44 0.11 2.01
2026-08-10 63.47 14.46 0.18 28.23
2026-08-07 63.55 24.56 0.28 74.3
2026-08-06 63.13 29.88 0.34 82.33
2026-08-05 63.24 41.36 0.46 93.98
2026-08-04 63.36 40.09 0.44 92.37
2026-08-03 62.23 32.64 0.37 86.29
2026-07-31 61.29 24.78 0.28 77.11
2026-07-30 60.86 14.81 0.18 30.12
2026-07-29 59.94 19.27 0.23 51.81
2026-07-28 60.84 19.8 0.23 53.41
2026-07-27 60.65 18.21 0.22 47.58
2026-07-24 60.57 15.65 0.19 36.95
2026-07-23 60.48 10.46 0.13 7.63
2026-07-22 61.3 13.8 0.17 22.09
2026-07-21 61.37 -- -- --
2026-07-20 60.89 24.21 0.28 72.29
2026-07-17 61.01 13.71 0.17 21.6
2026-07-16 61.68 40.49 0.45 92.8
2026-07-15 61.96 30.6 0.34 80.8
2026-07-14 61.67 19.51 0.23 49.6