State Street US Sector Rotation XLSR 67.29 1.22 1.84%
XLSR Historical Options Analysis
Explore XLSR (State Street US Sector Rotation) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
XLSR / Comparative study
3 signals / 340 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.42
20.81
Mean
11.29
Window
-79.2%
ATM IV
z -0.27
0.35
Mean
0.41
Window
-27.8%
IV Percentile
z -0.39
43.95
Mean
59.03
Window
-56.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.51 | 0.14 |
| ATM IV | 0.51 | 1.00 | 0.77 |
| IV Percent... | 0.14 | 0.77 | 1.00 |
Source observations
Data inspector
1-50 of 340
- 1 / 7
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 67.29 | 20.81 | 0.35 | 43.95 |
| 2026-09-18 | 66.07 | 0.01 | 0.00261 | 1.34 |
| 2026-09-17 | 66.03 | 0 | 0.00245 | 0 |
| 2026-09-16 | 65.23 | -- | -- | -- |
| 2026-09-15 | 65.47 | 18.38 | 0.31 | 34.22 |
| 2026-09-14 | 65.74 | 0 | 0.00251 | 0 |
| 2026-09-11 | 65.84 | 18.25 | 0.31 | 32.89 |
| 2026-09-10 | 65.27 | 0 | 0.00259 | 0 |
| 2026-09-09 | 65.64 | 8.31 | 0.14 | 15.11 |
| 2026-09-08 | 65.9 | 17.44 | 0.3 | 29.78 |
| 2026-09-07 | 66.26 | 16.72 | 0.29 | 26.34 |
| 2026-09-04 | 66.26 | 15.25 | 0.26 | 22.67 |
| 2026-09-03 | 66.5 | 0 | 0.00273 | 0 |
| 2026-09-02 | 65.85 | 0 | 0.00276 | 0 |
| 2026-09-01 | 65.49 | 15.48 | 0.26 | 21.88 |
| 2026-08-31 | 66.06 | 0 | 0.00278 | 0 |
| 2026-08-28 | 66.25 | 20.2 | 0.34 | 36.16 |
| 2026-08-27 | 66.48 | 0 | 0.00284 | 0 |
| 2026-08-26 | 66 | 0 | 0.00288 | 0 |
| 2026-08-25 | 66.01 | 17.09 | 0.29 | 25 |
| 2026-08-24 | 65.78 | 0 | 0.00290 | 0 |
| 2026-08-21 | 66.05 | 0 | 0.00293 | 0 |
| 2026-08-20 | 65.78 | 21.24 | 0.36 | 35.27 |
| 2026-08-19 | 66.36 | 18.88 | 0.32 | 29.02 |
| 2026-08-18 | 66.19 | 13.17 | 0.23 | 15.63 |
| 2026-08-17 | 66.67 | 17.54 | 0.3 | 24.66 |
| 2026-08-14 | 66.93 | 17.1 | 0.29 | 23.66 |
| 2026-08-13 | 67.1 | 15.62 | 0.27 | 19.2 |
| 2026-08-12 | 66.65 | 17.57 | 0.3 | 23.66 |
| 2026-08-11 | 66.47 | 22.03 | 0.38 | 33.04 |
| 2026-08-10 | 66.7 | 18.58 | 0.32 | 25.56 |
| 2026-08-07 | 66.66 | 0 | 0.00317 | 0 |
| 2026-08-06 | 66.29 | 19.1 | 0.33 | 25.89 |
| 2026-08-05 | 66.43 | 19.59 | 0.33 | 27.68 |
| 2026-08-04 | 66.63 | -- | -- | -- |
| 2026-08-03 | 65.23 | 0 | 0.00323 | 0 |
| 2026-07-31 | 64.14 | 0 | 0.00326 | 0 |
| 2026-07-30 | 63.76 | 0 | 0.00327 | 0 |
| 2026-07-29 | 62.74 | 20.29 | 0.35 | 28 |
| 2026-07-28 | 63.82 | 0 | 0.00329 | 0 |
| 2026-07-27 | 63.66 | 18.66 | 0.32 | 23.21 |
| 2026-07-24 | 63.71 | 18.43 | 0.32 | 22.67 |
| 2026-07-23 | 63.74 | 17.29 | 0.3 | 20.89 |
| 2026-07-22 | 64.45 | 11.78 | 0.2 | 11.11 |
| 2026-07-21 | 64.55 | 0 | 0.00332 | 0 |
| 2026-07-20 | 63.9 | 19.69 | 0.34 | 23.66 |
| 2026-07-17 | 64 | 13.24 | 0.23 | 12.44 |
| 2026-07-16 | 64.66 | 21 | 0.36 | 24.89 |
| 2026-07-15 | 65.17 | 12.62 | 0.22 | 11.11 |
| 2026-07-14 | 64.92 | 11.67 | 0.2 | 10.22 |