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State Street SPDR Portfolio S&P SPYM 90.25 1.47 1.66%

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

SPYM / Comparative study

3 signals / 152 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.71
29.81
Mean
19.8
Window
--
ATM IV z -0.18
0.14
Mean
0.15
Window
-34.7%
IV Percentile z 1.05
52.32
Mean
27.66
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.50 0.94
ATM IV 0.50 1.00 0.57
IV Percent... 0.94 0.57 1.00
Source observations

Data inspector

1-50 of 152
  • 1 / 4
Date Close IV Rank ATM IV IV Percentile
2026-11-04 90.25 29.81 0.14 52.32
2026-11-03 88.78 48.03 0.16 82.67
2026-11-02 88.52 54.06 0.17 91.28
2026-10-30 88.95 49.8 0.16 85.81
2026-10-29 90.59 25.17 0.14 39.46
2026-10-28 90.9 24.37 0.14 36.99
2026-10-27 90.6 32.66 0.15 57.93
2026-10-26 90.06 36.06 0.15 60.42
2026-10-23 89.45 40.24 0.15 69.23
2026-10-22 89.93 40.4 0.15 69.72
2026-10-21 90.99 26.63 0.14 44.68
2026-10-20 90.53 26.45 0.14 44.29
2026-10-19 90.23 29.77 0.14 53.24
2026-10-15 90.84 20.5 0.13 25.36
2026-10-14 90.58 26.06 0.14 42.34
2026-10-13 91.55 21.93 0.13 31.62
2026-10-12 91.58 20.39 0.13 25.19
2026-10-09 91.64 19.56 0.13 21.64
2026-10-08 91.07 25.35 0.14 40.6
2026-10-07 91.46 24.71 0.14 37.88
2026-10-06 91.72 26.4 0.14 41.22
2026-10-05 91.22 27.38 0.14 45.38
2026-10-02 90.6 27.84 0.14 46.51
2026-10-01 89.92 21.69 0.13 31.25
2026-09-30 89.76 20.95 0.13 28.35
2026-09-29 89.94 20.78 0.13 26.98
2026-09-28 90.08 22.23 0.13 31.2
2026-09-25 90.8 3.94 0.11 1.61
2026-09-24 90.29 15.13 0.13 15.45
2026-09-23 90.37 10.98 0.12 6.56
2026-09-22 91.02 3.94 0.11 0.83
2026-09-21 91.03 9.39 0.12 2.5
2026-09-18 89.64 10.23 0.12 2.52
2026-09-17 89.55 14.23 0.13 9.32
2026-09-16 88.53 32.53 0.15 50.43
2026-09-15 88.92 24.82 0.14 33.62
2026-09-14 89.32 19.89 0.13 20
2026-09-11 89.72 17.49 0.13 14.91
2026-09-10 89.21 32.87 0.15 49.56
2026-09-09 89.75 21 0.13 23.21
2026-09-08 90.17 17.52 0.13 15.32
2026-09-07 90.67 12.31 0.12 6.36
2026-09-04 90.67 8.24 0.12 1.83
2026-09-03 91.01 11.98 0.12 4.63
2026-09-02 90.07 19.84 0.13 15.89
2026-09-01 89.65 23.82 0.14 27.36
2026-08-31 90.28 6.46 0.12 0.95
2026-08-28 90.57 0 0.11 0
2026-08-27 90.75 0 0.12 0
2026-08-26 90.17 0.81 0.12 0.98