State Street Consumer Discretionary Select XLY 117.58 -0.06 -0.05%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
XLY / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.68
2.69
Mean
15.96
Window
-87.6%
ATM IV
z 0.11
0.25
Mean
0.24
Window
+41.6%
IV Percentile
z 0.41
68.42
Mean
56.62
Window
+23.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.28 | 0.60 |
| ATM IV | 0.28 | 1.00 | 0.35 |
| IV Percent... | 0.60 | 0.35 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 117.58 | 2.69 | 0.25 | 68.42 |
| 2026-11-05 | 117.64 | 2.92 | 0.26 | 69.64 |
| 2026-11-04 | 122.33 | 1.58 | 0.22 | 42.58 |
| 2026-11-03 | 117.33 | 2.03 | 0.24 | 58.59 |
| 2026-11-02 | 118.16 | 2.06 | 0.24 | 59.22 |
| 2026-10-30 | 115.38 | 1.76 | 0.23 | 50.97 |
| 2026-10-29 | 116.2 | 1.28 | 0.21 | 33.85 |
| 2026-10-28 | 115.33 | 1.67 | 0.22 | 47.86 |
| 2026-10-27 | 115.45 | 1.64 | 0.22 | 47.08 |
| 2026-10-26 | 114.26 | 1.88 | 0.23 | 54.3 |
| 2026-10-23 | 113.1 | 1.83 | 0.23 | 53.7 |
| 2026-10-22 | 115.01 | 1.82 | 0.23 | 53.7 |
| 2026-10-21 | 115.53 | 1.63 | 0.22 | 46.3 |
| 2026-10-20 | 115.5 | 1.67 | 0.22 | 47.47 |
| 2026-10-19 | 114.46 | 1.48 | 0.22 | 41.02 |
| 2026-10-15 | 113.41 | 0.8 | 0.2 | 17.51 |
| 2026-10-14 | 111.5 | 0.73 | 0.2 | 16.34 |
| 2026-10-13 | 112.36 | 0.99 | 0.2 | 23.35 |
| 2026-10-12 | 112.27 | 0.83 | 0.2 | 17.58 |
| 2026-10-09 | 112.85 | 0.56 | 0.19 | 10.89 |
| 2026-10-08 | 111.71 | 0.64 | 0.19 | 13.62 |
| 2026-10-07 | 111.36 | 0.86 | 0.2 | 17.9 |
| 2026-10-06 | 111.72 | 0.86 | 0.2 | 17.9 |
| 2026-10-05 | 110.42 | 1.66 | 0.22 | 45.31 |
| 2026-10-02 | 110.04 | 1.35 | 0.21 | 35.02 |
| 2026-10-01 | 108.81 | 1.07 | 0.21 | 26.07 |
| 2026-09-30 | 108.84 | 0.46 | 0.19 | 9.73 |
| 2026-09-29 | 109.15 | 0.48 | 0.19 | 9.73 |
| 2026-09-28 | 109 | 0.41 | 0.19 | 8.2 |
| 2026-09-25 | 110.56 | 0.41 | 0.19 | 8.17 |
| 2026-09-24 | 110.32 | 0.63 | 0.19 | 12.11 |
| 2026-09-23 | 110.65 | 0.76 | 0.2 | 14.84 |
| 2026-09-22 | 112.33 | 0.13 | 0.18 | 0.39 |
| 2026-09-21 | 112.23 | 0.72 | 0.2 | 13.73 |
| 2026-09-18 | 111.03 | 0.32 | 0.18 | 4.69 |
| 2026-09-17 | 111.39 | 0.3 | 0.18 | 4.3 |
| 2026-09-16 | 110.18 | 1.19 | 0.21 | 28.52 |
| 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 |
| 2026-09-04 | 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 |