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State Street SPDR S&P Health XHE 91.26 0.23 0.25%

XHE Historical Options Analysis

Explore XHE (State Street SPDR S&P Health) 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

XHE / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.27
32.57
Mean
13.81
Window
+152.7%
ATM IV z -0.01
0.55
Mean
0.55
Window
+13.9%
IV Percentile z 1.30
86.55
Mean
48.89
Window
+61.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.78 0.61
ATM IV 0.78 1.00 0.62
IV Percent... 0.61 0.62 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 91.26 32.57 0.55 86.55
2026-09-18 91.04 31.54 0.53 83.68
2026-09-17 90.84 61.95 1.05 99.58
2026-09-16 91.32 37.43 0.63 93.31
2026-09-15 91.09 33.47 0.57 88.28
2026-09-14 91.43 26.54 0.45 70.59
2026-09-11 90.01 29.18 0.49 75.73
2026-09-10 89.53 30.04 0.51 79.5
2026-09-09 91.41 18.67 0.32 38.08
2026-09-08 92.32 40.95 0.69 95.4
2026-09-07 94.2 32.31 0.55 85.71
2026-09-04 94.2 28.6 0.48 75.31
2026-09-03 94.28 27.13 0.46 71.55
2026-09-02 94.6 25.38 0.43 66.95
2026-09-01 93.97 26.65 0.45 71.01
2026-08-31 95 22.61 0.38 59.49
2026-08-28 94.95 21.02 0.36 50.84
2026-08-27 95.09 21.06 0.36 52.1
2026-08-26 95.76 18.38 0.31 37.82
2026-08-25 96.03 17.24 0.29 28.99
2026-08-24 95.95 18.26 0.31 35.86
2026-08-21 96.68 15.88 0.27 23.53
2026-08-20 95.37 19.97 0.34 42.86
2026-08-19 96.91 15.26 0.26 20.59
2026-08-18 94.92 18.15 0.31 35.71
2026-08-17 94.26 16.47 0.28 27.43
2026-08-14 95.26 15.72 0.27 22.69
2026-08-13 95.32 15.5 0.26 21.01
2026-08-12 95.1 29.26 0.49 75.21
2026-08-11 94.92 14.59 0.25 17.23
2026-08-10 94.2 10.61 0.18 2.95
2026-08-07 92.89 13.51 0.23 10.08
2026-08-06 91.25 15.94 0.27 22.27
2026-08-05 92.19 18.5 0.31 35.71
2026-08-04 94.33 13.15 0.22 7.98
2026-08-03 93.17 27.51 0.46 70.46
2026-07-31 89.54 19.6 0.33 39.08
2026-07-30 90.33 24.56 0.41 62.18
2026-07-29 89.92 20.57 0.35 43.28
2026-07-28 89.59 17.69 0.3 29.83
2026-07-27 87.54 20.54 0.35 42.19
2026-07-24 85.18 21.38 0.36 49.16
2026-07-23 85.02 20.63 0.35 42.86
2026-07-22 85.16 18.06 0.31 32.35
2026-07-21 86.56 18.44 0.31 34.03
2026-07-20 87.06 16.07 0.27 23.21
2026-07-17 87.56 17.75 0.3 29.83
2026-07-16 89.25 12.06 0.2 5.04
2026-07-15 86.97 16.97 0.29 24.79
2026-07-14 85.38 18.94 0.32 34.45