SPMB · IV Rank History

State Street SPDR Portfolio Mortgage Backed Bond ETF · ETF

IV rank shows where SPMB's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

SPMB's 30-day at-the-money implied volatility was 29.4% as of Oct 21, 2026. Its 52-week IV rank is 22 and its IV percentile is 77%: IV was lower on 77% of the past year's sessions. Over those 52 weeks it ranged from 12.4% (Jun 12, 2026) to 88.9% (Apr 17, 2026). On the 90-session window our screeners use, the IV rank is 23.

SPMB IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

SPMB IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
22
0 = year low, 100 = year high
IV Percentile
77%
of past-year sessions had lower IV
90-Session IV Rank
23
used by our screeners
30-Day ATM IV
29.4%
1-year average 29.0%
52-Week IV High
88.9%
2026-04-17
52-Week IV Low
12.4%
2026-06-12
History Since
2023-05-02
837 sessions

How these are measured. Implied volatility here is SPMB's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means SPMB options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

SPMB implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 38.8% 61.4% 25.9% 36
Sep 2026 25.6% 38.0% 16.7% 18
Aug 2026 23.6% 31.4% 19.8% 15
Jul 2026 36.9% 86.5% 20.0% 32
Jun 2026 34.0% 68.0% 12.4% 28
May 2026 41.8% 64.5% 19.4% 37
Apr 2026 56.1% 88.9% 16.1% 64
Mar 2026 18.9% 33.4% 13.9% 26
Feb 2026 20.9% 30.6% 14.4% 39
Jan 2026 28.1% 31.8% 20.3% 85
Dec 2025 18.8% 24.8% 15.0% 32
Nov 2025 18.4% 21.9% 13.8% 24
Oct 2025 23.5% 27.1% 21.6% 43
Sep 2025 22.7% 29.4% 16.1% 37
Aug 2025 19.2% 27.1% 15.3% 8
Jul 2025 19.0% 23.8% 15.4% 10
Jun 2025 21.4% 35.5% 14.8% 16
May 2025 24.2% 33.8% 18.8% 19
Apr 2025 44.0% 69.3% 18.1% 47
Mar 2025 30.9% 62.7% 12.6% 27
Feb 2025 29.6% 56.3% 14.5% 22
Jan 2025 36.3% 55.1% 26.9% 28
Dec 2024 40.3% 79.1% 19.6% 33
Nov 2024 29.5% 52.3% 15.7% 18
Oct 2024 36.8% 62.8% 18.2% 25
Sep 2024 58.2% 89.4% 38.2% 63
Aug 2024 51.3% 74.6% 23.7% 38
Jul 2024 33.4% 50.4% 20.5% 16
Jun 2024 32.1% 43.3% 21.2% 17
May 2024 34.2% 48.2% 19.7% 21
Apr 2024 48.5% 104.4% 43.2% 39
Mar 2024 41.2% 46.1% 24.7% 37
Feb 2024 35.5% 47.8% 15.5% 29
Jan 2024 35.6% 84.6% 19.9% 27
Dec 2023 32.7% 51.3% 17.8% 49
Nov 2023 33.7% 43.8% 20.7% 54
Oct 2023 36.3% 48.7% 23.0% 64
Sep 2023 33.9% 43.4% 23.1% 62
Aug 2023 33.8% 46.1% 16.3% 67
Jul 2023 27.5% 38.4% 20.9% 51
Jun 2023 24.4% 34.1% 17.5% 41
May 2023 29.0% 43.2% 11.4% 43

SPMB IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 23 29.4% —
2026-10-20 49 48.5% —
2026-10-19 53 51.8% —
2026-10-16 19 26.8% —
2026-10-15 66 61.4% —
2026-10-14 35 38.3% 79.6%
2026-10-13 44 45.2% 48.9%
2026-10-12 46 46.7% 55.0%
2026-10-09 20 27.1% 44.1%
2026-10-08 20 27.4% 52.4%
2026-10-07 22 28.9% 53.6%
2026-10-06 18 25.9% 38.1%
2026-10-05 42 43.9% 48.1%
2026-10-02 39 41.0% 40.2%
2026-10-01 36 39.0% 35.2%
2026-09-30 34 37.2% 29.9%
2026-09-29 35 38.0% 31.8%
2026-09-28 32 35.8% 30.2%
2026-09-25 31 35.3% 33.5%
2026-09-24 25 31.1% —
2026-09-23 25 30.6% —
2026-09-22 20 27.5% —
2026-09-21 17 25.0% —
2026-09-18 15 23.6% —
2026-09-17 6 17.2% —
2026-09-16 6 17.0% 73.8%
2026-09-15 6 17.1% 51.9%
2026-09-14 6 16.7% 56.6%
2026-09-11 12 21.0% 41.8%
2026-09-10 13 22.3% 41.7%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.