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iPath Series B S&P 500 VXZ 46.03 -0.21 -0.45%

VXZ Historical Options Analysis

Explore VXZ (iPath Series B 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

VXZ / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.02
8.36
Mean
25.53
Window
-72.9%
ATM IV z -1.03
0.34
Mean
0.48
Window
-30.6%
IV Percentile z -0.93
17.93
Mean
45.54
Window
-75.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.86 0.79
ATM IV 0.86 1.00 0.84
IV Percent... 0.79 0.84 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 46.03 8.36 0.34 17.93
2026-09-18 46.24 16.45 0.46 71.03
2026-09-17 46.06 3.53 0.27 1.98
2026-09-16 46.65 12.89 0.41 48.41
2026-09-15 46.64 13.1 0.41 49.6
2026-09-14 46.7 9.13 0.35 22.31
2026-09-11 46.76 5.85 0.3 7.54
2026-09-10 47.42 8.26 0.34 17.46
2026-09-09 47.18 14.4 0.43 57.54
2026-09-08 47.04 6.27 0.31 8.73
2026-09-07 46.61 20.92 0.52 84.46
2026-09-04 46.61 5.74 0.3 7.14
2026-09-03 46.93 8.55 0.34 17.86
2026-09-02 47.19 7.04 0.32 12.3
2026-09-01 47.5 6.7 0.32 10.36
2026-08-31 47.53 3.27 0.27 1.6
2026-08-28 47.9 0 0.22 0
2026-08-27 47.89 11.27 0.4 43.03
2026-08-26 48.58 8.7 0.36 23.11
2026-08-25 48.74 0 0.23 0
2026-08-24 49.18 8.32 0.36 21.6
2026-08-21 49.28 9.06 0.37 26.69
2026-08-20 49.9 4.17 0.3 4.78
2026-08-19 49.9 3.75 0.29 3.98
2026-08-18 50.35 3.91 0.29 4.38
2026-08-17 50.51 6.49 0.33 11.2
2026-08-14 50.07 5.3 0.31 7.57
2026-08-13 49.92 3.57 0.29 3.19
2026-08-12 49.8 4.47 0.3 4.38
2026-08-11 50.22 6.54 0.33 9.96
2026-08-10 50.38 3.64 0.29 3.2
2026-08-07 50.3 6.62 0.33 9.56
2026-08-06 49.91 27.52 0.63 94.82
2026-08-05 49.91 12.56 0.42 44.62
2026-08-04 50.71 13.57 0.43 52.99
2026-08-03 50.62 9.49 0.37 26.4
2026-07-31 51.02 8.14 0.35 16.73
2026-07-30 51.06 15.81 0.46 63.35
2026-07-29 51.82 14.92 0.45 58.57
2026-07-28 51.1 10.52 0.39 32.67
2026-07-27 51.1 18.7 0.5 75.6
2026-07-24 51.58 11.85 0.41 39.84
2026-07-23 51.5 13.88 0.43 52.99
2026-07-22 50.86 12.21 0.41 41.04
2026-07-21 50.57 26.46 0.61 93.23
2026-07-20 50.73 12.9 0.42 45.6
2026-07-17 51.23 9.03 0.37 22.31
2026-07-16 50.31 13.87 0.43 51
2026-07-15 49.99 18.09 0.49 72.11
2026-07-14 50.46 17.67 0.49 69.72