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State Street SPDR S&P 500 SPY 766.81 12.46 1.65% Regime: Neutral (40%)

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SPY / Comparative study

3 signals / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.63
39.78
Mean
29.41
Window
-6.4%
ATM IV z -0.44
0.14
Mean
0.16
Window
-25.1%
IV Percentile z -0.50
38.67
Mean
52.31
Window
-60.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.68 0.52
ATM IV 0.68 1.00 0.78
IV Percent... 0.52 0.78 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 766.81 39.78 0.14 38.67
2026-11-03 754.35 52.09 0.17 76.56
2026-11-02 752.1 52.56 0.17 77.65
2026-10-30 755.72 50.4 0.16 72.66
2026-10-29 769.36 40.63 0.14 42.19
2026-10-28 772.31 38.66 0.14 30.86
2026-10-27 769.66 44.16 0.15 52.73
2026-10-26 765.37 44.68 0.15 54.12
2026-10-23 759.97 47.76 0.16 65.63
2026-10-22 763.96 45.58 0.15 57.42
2026-10-21 773.09 38.17 0.13 26.56
2026-10-20 769.05 40.03 0.14 40.23
2026-10-19 766.48 42.26 0.14 48.63
2026-10-15 771.79 38.52 0.14 28.4
2026-10-14 769.6 39.56 0.14 37.35
2026-10-13 778.01 35.38 0.13 9.34
2026-10-12 778.1 35.71 0.13 11.33
2026-10-09 778.57 33.46 0.12 5.06
2026-10-08 773.93 37.42 0.13 19.84
2026-10-07 777.22 36.03 0.13 12.45
2026-10-06 779.09 36.63 0.13 15.18
2026-10-05 774.83 35.38 0.13 8.98
2026-10-02 769.64 36.08 0.13 12.45
2026-10-01 763.99 39.17 0.14 33.46
2026-09-30 762.63 39.02 0.14 32.68
2026-09-29 764.2 38.4 0.14 26.07
2026-09-28 765.61 38.98 0.14 30.86
2026-09-25 771.35 32.7 0.12 4.28
2026-09-24 767.18 35.85 0.13 11.72
2026-09-23 767.81 34.69 0.13 7.03
2026-09-22 773.38 32.48 0.12 3.52
2026-09-21 773.5 34.3 0.13 6.27
2026-09-18 761.69 33.07 0.12 3.91
2026-09-17 762.6 35.59 0.13 8.2
2026-09-16 754.05 45.11 0.15 53.52
2026-09-15 757.39 42.24 0.14 46.48
2026-09-14 760.88 40.86 0.14 40.39
2026-09-11 764.29 37.31 0.13 17.19
2026-09-10 757.83 44.97 0.15 52.73
2026-09-09 762.4 39.46 0.14 35.16
2026-09-08 765.96 36.67 0.13 14.84
2026-09-07 769.45 35.72 0.13 10.59
2026-09-04 770.19 32.51 0.12 3.52
2026-09-03 773.17 30.99 0.12 2.34
2026-09-02 765.16 35.21 0.13 7.42
2026-09-01 761.78 38.78 0.14 29.41
2026-08-31 767.05 33.12 0.12 3.15
2026-08-28 769.35 31.01 0.12 2.75
2026-08-27 771.1 31.66 0.12 2.75
2026-08-26 766.08 35.61 0.13 9.41