State Street Consumer Staples Select XLP 83.38 0.29 0.35%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
XLP / Comparative study
3 signals / 503 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.87
5.73
Mean
23.39
Window
-86.9%
ATM IV
z 0.12
0.16
Mean
0.16
Window
+24.9%
IV Percentile
z -0.93
48.41
Mean
69.51
Window
-44.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.17 | 0.53 |
| ATM IV | 0.17 | 1.00 | 0.43 |
| IV Percent... | 0.53 | 0.43 | 1.00 |
Source observations
Data inspector
1-50 of 503
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 83.38 | 5.73 | 0.16 | 48.41 |
| 2026-09-10 | 83.09 | 6.78 | 0.17 | 57.14 |
| 2026-09-09 | 83.05 | 9.35 | 0.2 | 77.38 |
| 2026-09-08 | 84.02 | 4.9 | 0.15 | 37.3 |
| 2026-09-07 | 84.63 | 5.12 | 0.16 | 39.84 |
| 2026-09-04 | 84.58 | 4.37 | 0.15 | 30.95 |
| 2026-09-03 | 85.26 | 3.33 | 0.14 | 19.84 |
| 2026-09-02 | 85.53 | 4.77 | 0.15 | 36.11 |
| 2026-09-01 | 85.25 | 5.01 | 0.16 | 38.25 |
| 2026-08-31 | 84.98 | 5.32 | 0.16 | 42.8 |
| 2026-08-28 | 85.45 | 3.19 | 0.14 | 16.73 |
| 2026-08-27 | 85.08 | 8.08 | 0.19 | 68.53 |
| 2026-08-26 | 86.27 | 10.31 | 0.21 | 81.67 |
| 2026-08-25 | 86.52 | 5.16 | 0.16 | 41.43 |
| 2026-08-24 | 87.45 | 9.55 | 0.2 | 78.8 |
| 2026-08-21 | 85.99 | 5.61 | 0.16 | 47.41 |
| 2026-08-20 | 85.32 | 5.62 | 0.16 | 47.81 |
| 2026-08-19 | 86.54 | 5.44 | 0.16 | 45.82 |
| 2026-08-18 | 85.58 | 5.04 | 0.16 | 42.63 |
| 2026-08-17 | 84.68 | 8.24 | 0.19 | 72.8 |
| 2026-08-14 | 86.09 | 7.36 | 0.18 | 64.94 |
| 2026-08-13 | 86 | 5.03 | 0.16 | 43.43 |
| 2026-08-12 | 85.08 | 4.52 | 0.15 | 38.25 |
| 2026-08-11 | 84.69 | 5.24 | 0.16 | 45.02 |
| 2026-08-10 | 84.95 | 5.01 | 0.16 | 43.6 |
| 2026-08-07 | 85.12 | 4.9 | 0.15 | 43.82 |
| 2026-08-06 | 85.11 | 6.39 | 0.17 | 58.57 |
| 2026-08-05 | 85.33 | 5.98 | 0.17 | 54.18 |
| 2026-08-04 | 85.37 | 6.08 | 0.17 | 56.18 |
| 2026-08-03 | 84.86 | 6 | 0.17 | 54.8 |
| 2026-07-31 | 85.05 | 11.27 | 0.22 | 87.65 |
| 2026-07-30 | 85.47 | 14.59 | 0.25 | 93.63 |
| 2026-07-29 | 87.36 | 22.2 | 0.33 | 99.6 |
| 2026-07-28 | 87.06 | 16.32 | 0.27 | 97.21 |
| 2026-07-27 | 85.36 | 11.46 | 0.22 | 89.6 |
| 2026-07-24 | 84.13 | 7.39 | 0.18 | 68.13 |
| 2026-07-23 | 83.21 | 5.74 | 0.16 | 55.38 |
| 2026-07-22 | 84.38 | 5.77 | 0.16 | 56.18 |
| 2026-07-21 | 84.06 | 5.75 | 0.16 | 56.18 |
| 2026-07-20 | 84.86 | 6.04 | 0.17 | 57.6 |
| 2026-07-17 | 85.19 | 7.72 | 0.18 | 70.12 |
| 2026-07-16 | 85.81 | 6.45 | 0.17 | 61.75 |
| 2026-07-15 | 83.47 | 4.33 | 0.15 | 43.82 |
| 2026-07-14 | 83.42 | 4.52 | 0.15 | 47.01 |
| 2026-07-13 | 84.59 | 8.13 | 0.19 | 72.4 |
| 2026-07-10 | 84.12 | 3.29 | 0.14 | 33.07 |
| 2026-07-09 | 83.2 | 3.9 | 0.14 | 42.23 |
| 2026-07-08 | 84.39 | 5.31 | 0.16 | 52.99 |
| 2026-07-07 | 84.86 | 5.65 | 0.16 | 56.18 |
| 2026-07-02 | 84.99 | 9.39 | 0.2 | 80.95 |