Closed
⌘K
Sign in Sign up

State Street SPDR Portfolio S&P SPYG 111.17 -6.8 -5.76%

Previous-day view · Thu Nov 5 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

SPYG / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 3.15
92.58
Mean
30.48
Window
+112.8%
ATM IV z 2.01
0.28
Mean
0.2
Window
+38.4%
IV Percentile z 1.55
99.19
Mean
57.08
Window
+12.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.79
ATM IV 0.82 1.00 0.81
IV Percent... 0.79 0.81 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 111.17 92.58 0.28 99.19
2026-11-04 117.97 44.03 0.2 48.24
2026-11-03 116.51 55.39 0.22 70.2
2026-11-02 115.21 74.24 0.25 92.91
2026-10-30 116.42 64.18 0.23 83.07
2026-10-29 119.56 40.71 0.2 43.87
2026-10-28 121.33 44.63 0.2 50.79
2026-10-27 120.56 54.74 0.22 68.65
2026-10-26 119.44 49.22 0.21 57.37
2026-10-23 118.16 61.13 0.23 78.57
2026-10-22 118.76 56.07 0.22 71.83
2026-10-21 122.04 45.33 0.2 53.17
2026-10-20 121.15 43.95 0.2 51.19
2026-10-19 121.34 38.27 0.19 43.82
2026-10-15 122.67 51.86 0.21 65.08
2026-10-14 122.73 31.67 0.18 31.35
2026-10-13 125.13 25.6 0.17 23.81
2026-10-12 125.19 23.07 0.17 19.12
2026-10-09 125.75 22.93 0.17 18.65
2026-10-08 124.73 34.64 0.19 34.52
2026-10-07 126.28 32.73 0.18 31.35
2026-10-06 126.5 28.46 0.18 27.78
2026-10-05 125.74 33.74 0.19 33.07
2026-10-02 124.62 36.24 0.19 37.7
2026-10-01 123.39 23.96 0.17 21.43
2026-09-30 123.08 35.49 0.19 36.51
2026-09-29 123.19 26.29 0.17 24.6
2026-09-28 123.09 23.32 0.17 20.32
2026-09-25 124.06 11.62 0.15 1.98
2026-09-24 123.27 20.16 0.16 9.96
2026-09-23 123.06 12.01 0.15 1.99
2026-09-22 124.24 14.37 0.15 4.38
2026-09-21 124.1 34.65 0.19 34.4
2026-09-18 121.47 14.36 0.15 4.78
2026-09-17 120.79 17.46 0.16 6.77
2026-09-16 119 24.35 0.17 23.11
2026-09-15 119.12 29.54 0.18 29.08
2026-09-14 119.78 27.33 0.18 26
2026-09-11 120.62 23.99 0.17 23.9
2026-09-10 119.64 33.22 0.18 33.07
2026-09-09 120.66 22.02 0.17 21.51
2026-09-08 121.11 23.43 0.17 23.51
2026-09-04 121.7 18.56 0.16 10.76
2026-09-03 121.86 18.15 0.16 9.96
2026-09-02 120.27 16.07 0.16 7.57
2026-09-01 119.68 29.81 0.18 30
2026-08-31 120.89 10.58 0.15 1.61
2026-08-28 121.25 20.18 0.16 11.6
2026-08-27 121.84 19.54 0.16 10.8
2026-08-26 120 33.18 0.18 32.4