State Street SPDR Portfolio Mortgage SPMB 21.73 -0.02 -0.09%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SPMB / Comparative study
3 signals / 490 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.06
7.17
Mean
6.64
Window
-71.7%
ATM IV
z -0.01
0.47
Mean
0.48
Window
-72.7%
IV Percentile
z 2.45
98.33
Mean
32.37
Window
+14.7%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.67 |
| ATM IV | 0.92 | 1.00 | 0.60 |
| IV Percent... | 0.67 | 0.60 | 1.00 |
Source observations
Data inspector
1-50 of 490
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 21.73 | 7.17 | 0.47 | 98.33 |
| 2026-11-05 | 21.75 | 6.76 | 0.45 | 98.31 |
| 2026-11-04 | 21.69 | 6.27 | 0.43 | 98.31 |
| 2026-11-03 | 21.61 | 5.57 | 0.4 | 98.28 |
| 2026-11-02 | 21.64 | 5.46 | 0.4 | 98.25 |
| 2026-10-30 | 21.7 | 1.26 | 0.21 | 62.5 |
| 2026-10-29 | 21.61 | 1.48 | 0.22 | 78.18 |
| 2026-10-28 | 21.55 | 0.91 | 0.2 | 24.07 |
| 2026-10-27 | 21.6 | 0.84 | 0.19 | 20.37 |
| 2026-10-26 | 21.58 | 0.81 | 0.19 | 18.87 |
| 2026-10-23 | 21.54 | 3.26 | 0.3 | 90.74 |
| 2026-10-22 | 21.56 | 0.54 | 0.18 | 12.96 |
| 2026-10-21 | 21.36 | 2.34 | 0.26 | 85.19 |
| 2026-10-20 | 21.36 | 2.24 | 0.26 | 83.33 |
| 2026-10-19 | 21.3 | 3.61 | 0.32 | 86.79 |
| 2026-10-15 | 21.39 | 1.86 | 0.24 | 79.63 |
| 2026-10-14 | 21.26 | 1.39 | 0.22 | 66.67 |
| 2026-10-13 | 21.23 | 1.22 | 0.21 | 53.7 |
| 2026-10-12 | 21.2 | 1.05 | 0.2 | 26.42 |
| 2026-10-09 | 21.19 | 0.85 | 0.2 | 16.67 |
| 2026-10-08 | 21.16 | 0.7 | 0.19 | 14.81 |
| 2026-10-07 | 21.05 | 3.25 | 0.3 | 72.22 |
| 2026-10-06 | 21.07 | 1.07 | 0.2 | 27.78 |
| 2026-10-05 | 21 | 0 | 0.16 | 0 |
| 2026-10-02 | 21.05 | 0 | 0.16 | 0 |
| 2026-10-01 | 21.12 | 0.03 | 0.17 | 1.85 |
| 2026-09-30 | 21.14 | 0.08 | 0.17 | 3.7 |
| 2026-09-29 | 21.13 | 0 | 0.17 | 0 |
| 2026-09-28 | 21.17 | 0.03 | 0.17 | 1.89 |
| 2026-09-25 | 21.32 | 0.36 | 0.19 | 1.85 |
| 2026-09-24 | 21.21 | 0 | 0.17 | 0 |
| 2026-09-23 | 21.38 | 0 | 0.2 | 0 |
| 2026-09-22 | 21.6 | 0.79 | 0.24 | 49.06 |
| 2026-09-21 | 21.63 | 0.85 | 0.24 | 50 |
| 2026-09-18 | 21.57 | 0.5 | 0.22 | 45.28 |
| 2026-09-17 | 21.66 | -- | -- | -- |
| 2026-09-16 | 21.52 | -- | -- | -- |
| 2026-09-15 | 21.55 | -- | -- | -- |
| 2026-09-14 | 21.53 | -- | -- | -- |
| 2026-09-11 | 21.57 | -- | -- | -- |
| 2026-09-10 | 21.61 | -- | -- | -- |
| 2026-09-09 | 21.78 | -- | -- | -- |
| 2026-09-08 | 21.84 | -- | -- | -- |
| 2026-09-04 | 21.87 | -- | -- | -- |
| 2026-09-03 | 21.86 | -- | -- | -- |
| 2026-09-02 | 21.82 | -- | -- | -- |
| 2026-09-01 | 21.82 | -- | -- | -- |
| 2026-08-31 | 21.97 | -- | -- | -- |
| 2026-08-28 | 21.99 | -- | -- | -- |
| 2026-08-27 | 22.06 | -- | -- | -- |