State Street Consumer Staples Select XLP 91.94 2.99 3.36%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
XLP / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.63
8.3
Mean
20.61
Window
-85.4%
ATM IV
z 0.52
0.19
Mean
0.16
Window
+30.0%
IV Percentile
z 0.18
70.98
Mean
66.64
Window
-27.6%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.21 | 0.52 |
| ATM IV | 0.21 | 1.00 | 0.45 |
| IV Percent... | 0.52 | 0.45 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 91.94 | 8.3 | 0.19 | 70.98 |
| 2026-11-03 | 88.95 | 8.91 | 0.19 | 74.51 |
| 2026-11-02 | 90.83 | 8.89 | 0.19 | 74.41 |
| 2026-10-30 | 89.42 | 8.56 | 0.19 | 73.23 |
| 2026-10-29 | 88.18 | 11.46 | 0.22 | 88.14 |
| 2026-10-28 | 86.84 | 4.19 | 0.15 | 20.63 |
| 2026-10-27 | 87.15 | 6.14 | 0.17 | 50.4 |
| 2026-10-26 | 87.96 | 6.96 | 0.17 | 56.97 |
| 2026-10-23 | 88.26 | 8.07 | 0.19 | 67.06 |
| 2026-10-22 | 89.99 | 8.67 | 0.19 | 74.21 |
| 2026-10-21 | 87.11 | 5.88 | 0.16 | 48.02 |
| 2026-10-20 | 87.75 | 5.74 | 0.16 | 46.03 |
| 2026-10-19 | 87.21 | 7.34 | 0.18 | 61.75 |
| 2026-10-15 | 86.68 | 7.38 | 0.18 | 63.64 |
| 2026-10-14 | 86.06 | 6.01 | 0.17 | 50.2 |
| 2026-10-13 | 84.19 | 5.37 | 0.16 | 41.11 |
| 2026-10-12 | 84.41 | 4.14 | 0.15 | 23.41 |
| 2026-10-09 | 83.43 | 4.33 | 0.15 | 24.51 |
| 2026-10-08 | 83.42 | 5.13 | 0.16 | 37.15 |
| 2026-10-07 | 81.7 | 6.51 | 0.17 | 56.13 |
| 2026-10-06 | 81.8 | 4.26 | 0.15 | 25.3 |
| 2026-10-05 | 81.04 | 4.76 | 0.15 | 31.75 |
| 2026-10-02 | 80.53 | 3.96 | 0.14 | 23.32 |
| 2026-10-01 | 80.33 | 4.39 | 0.15 | 26.88 |
| 2026-09-30 | 80.6 | 3.54 | 0.14 | 18.18 |
| 2026-09-29 | 81.85 | 4.22 | 0.15 | 25.69 |
| 2026-09-28 | 82.28 | 3.8 | 0.14 | 22.62 |
| 2026-09-25 | 82.06 | 4.12 | 0.15 | 25.69 |
| 2026-09-24 | 81.7 | 3.19 | 0.14 | 13.49 |
| 2026-09-23 | 82.43 | 10.16 | 0.21 | 81.35 |
| 2026-09-22 | 82.73 | 2.96 | 0.13 | 10.71 |
| 2026-09-21 | 81.92 | 3.3 | 0.14 | 16.33 |
| 2026-09-18 | 82.8 | 9.06 | 0.2 | 75.4 |
| 2026-09-17 | 83.49 | 4.84 | 0.15 | 33.73 |
| 2026-09-16 | 83.33 | 6.16 | 0.17 | 53.17 |
| 2026-09-15 | 83.73 | 6.06 | 0.17 | 52.38 |
| 2026-09-14 | 84.42 | 5.16 | 0.16 | 38.65 |
| 2026-09-11 | 83.38 | 5.73 | 0.16 | 48.41 |
| 2026-09-10 | 83.09 | 6.78 | 0.17 | 57.14 |
| 2026-09-09 | 83.05 | 9.35 | 0.2 | 77.38 |
| 2026-09-08 | 84.02 | 4.9 | 0.15 | 37.3 |
| 2026-09-07 | 84.63 | 5.12 | 0.16 | 39.84 |
| 2026-09-04 | 84.58 | 4.37 | 0.15 | 30.95 |
| 2026-09-03 | 85.26 | 3.33 | 0.14 | 19.84 |
| 2026-09-02 | 85.53 | 4.77 | 0.15 | 36.11 |
| 2026-09-01 | 85.25 | 5.01 | 0.16 | 38.25 |
| 2026-08-31 | 84.98 | 5.32 | 0.16 | 42.8 |
| 2026-08-28 | 85.45 | 3.19 | 0.14 | 16.73 |
| 2026-08-27 | 85.08 | 8.08 | 0.19 | 68.53 |
| 2026-08-26 | 86.27 | 10.31 | 0.21 | 81.67 |