State Street Consumer Discretionary Select XLY 110.88 -1.97 -1.75%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
XLY / Comparative study
3 signals / 506 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.90
0.7
Mean
19.41
Window
-97.8%
ATM IV
z -0.31
0.2
Mean
0.24
Window
-1.7%
IV Percentile
z -1.70
12.5
Mean
60.32
Window
-83.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.27 | 0.60 |
| ATM IV | 0.27 | 1.00 | 0.34 |
| IV Percent... | 0.60 | 0.34 | 1.00 |
Source observations
Data inspector
1-50 of 506
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-15 | 110.88 | 0.7 | 0.2 | 12.5 |
| 2026-09-14 | 112.85 | 0.35 | 0.18 | 5.49 |
| 2026-09-11 | 112.96 | 0.6 | 0.19 | 10.55 |
| 2026-09-10 | 111.96 | 0.68 | 0.19 | 12.11 |
| 2026-09-09 | 112.46 | 0.62 | 0.19 | 11.33 |
| 2026-09-08 | 113.99 | 0.37 | 0.19 | 7.42 |
| 2026-09-07 | 114.98 | 0.88 | 0.2 | 16.47 |
| 2026-09-04 | 114.91 | 0.46 | 0.19 | 8.98 |
| 2026-09-03 | 116.46 | 0.25 | 0.18 | 3.52 |
| 2026-09-02 | 114.86 | 0.32 | 0.18 | 7.03 |
| 2026-09-01 | 114.59 | 0.33 | 0.18 | 7.06 |
| 2026-08-31 | 116.59 | 0.26 | 0.18 | 4.33 |
| 2026-08-28 | 117.21 | 0.57 | 0.18 | 1.57 |
| 2026-08-27 | 115.88 | 0.39 | 0.17 | 0.39 |
| 2026-08-26 | 117.16 | 0.61 | 0.18 | 3.53 |
| 2026-08-25 | 117.95 | 0.77 | 0.18 | 7.06 |
| 2026-08-24 | 118.3 | 0.82 | 0.19 | 7.87 |
| 2026-08-21 | 118.02 | 0.83 | 0.19 | 7.45 |
| 2026-08-20 | 116.68 | 1.1 | 0.19 | 11.76 |
| 2026-08-19 | 118.59 | 0.75 | 0.18 | 7.06 |
| 2026-08-18 | 116.36 | 0.89 | 0.19 | 8.24 |
| 2026-08-17 | 116.75 | 0.68 | 0.18 | 3.94 |
| 2026-08-14 | 118.2 | 0.67 | 0.18 | 4.31 |
| 2026-08-13 | 118.45 | 0.95 | 0.19 | 8.63 |
| 2026-08-12 | 117.89 | 0.72 | 0.18 | 5.49 |
| 2026-08-11 | 119.24 | 1.18 | 0.2 | 12.94 |
| 2026-08-10 | 119.67 | 1.28 | 0.2 | 14.17 |
| 2026-08-07 | 119.86 | 1.36 | 0.2 | 17.25 |
| 2026-08-06 | 118.1 | 1.45 | 0.2 | 20 |
| 2026-08-05 | 118.64 | 1.51 | 0.21 | 23.14 |
| 2026-08-04 | 118.29 | 1.63 | 0.21 | 28.24 |
| 2026-08-03 | 118.21 | 2.14 | 0.22 | 45.67 |
| 2026-07-31 | 116.09 | 5.09 | 0.31 | 85.88 |
| 2026-07-30 | 112.39 | 4.46 | 0.29 | 81.57 |
| 2026-07-29 | 111.61 | 2.44 | 0.23 | 56.08 |
| 2026-07-28 | 112.48 | 2.84 | 0.25 | 65.49 |
| 2026-07-27 | 110.84 | 2.15 | 0.23 | 47.64 |
| 2026-07-24 | 109.41 | 2.09 | 0.22 | 47.06 |
| 2026-07-23 | 108.76 | 2.98 | 0.25 | 67.45 |
| 2026-07-22 | 114.02 | 1.47 | 0.2 | 24.31 |
| 2026-07-21 | 114.87 | 1.93 | 0.22 | 41.18 |
| 2026-07-20 | 114.61 | 1.99 | 0.22 | 44.09 |
| 2026-07-17 | 115.44 | 1.89 | 0.22 | 39.61 |
| 2026-07-16 | 117.34 | 1.54 | 0.21 | 29.02 |
| 2026-07-15 | 117 | 1.42 | 0.2 | 24.71 |
| 2026-07-14 | 115.9 | 1.98 | 0.22 | 44.31 |
| 2026-07-13 | 116.04 | 2.42 | 0.23 | 56.3 |
| 2026-07-10 | 117.24 | 1.21 | 0.2 | 20.39 |
| 2026-07-09 | 116.85 | 1.58 | 0.21 | 31.37 |
| 2026-07-08 | 115.3 | 1.9 | 0.22 | 41.18 |