Analyse one series

Show a symbol's latest value and its daily history in the Calculator, smooth the history, and compare today's value with its own past.

Goal

Show SPY's 30-day implied volatility in the Calculator as one number, as a daily chart, and as a 20-day average. Then compare today's value with its own past by z-score and by percentile rank.

Before you start

Open Trader Dash. This guide uses 30-day implied volatility. Every other data function works the same way: hv30, vrp and the others in the function reference.

Every data function has two forms. iv30("SPY") returns the latest value. iv30.series("SPY") returns the daily history, one point per trading day. Implied volatility is a decimal: 0.124 means 12.4%.

Steps

  1. Click Add widget and select Calculator.

    The widget picker open, with Calculator highlighted

  2. Type the formula for the latest value. The result line shows one number.

    iv30("SPY") => 0.124

    The Calculator showing the latest 30-day implied volatility for SPY

  3. Add .series after iv30. A chart of the daily history opens under the result.

    iv30.series("SPY") => a Series of daily values

    The Calculator charting SPY implied volatility, one point per trading day

  4. Wrap the history in a 20-day rolling average. The chart redraws with a smoother line.

    mean(roll(iv30.series("SPY"), 20)) => a Series of 20-day averages

    The Calculator charting the 20-day average of SPY implied volatility

  5. Replace the formula with the z-score over the last 252 trading days.

    zscore(iv30.series("SPY"), 252) => -0.767269

    The Calculator showing the z-score of today's implied volatility

  6. Replace the formula with the percentile rank over the same 252 days.

    pctile(iv30.series("SPY"), 252) => 17.8571

    The Calculator showing the percentile rank of today's implied volatility

Result

The history chart shows implied volatility for every trading day in the site's data. The 20-day average removes day-to-day noise. Its first 19 points are empty, because a 20-day average needs 20 days.

The z-score and the percentile rank both show whether today's value is high or low for this symbol:

  • Z-score: the number of standard deviations from the 252-day mean. -0.77 is below the mean and inside the normal range. A value beyond 2 or -2 is rare.
  • Percentile rank: the share of the last 252 days at or below today. 18 means today is higher than about a fifth of the past year.

Use the percentile rank when the history has long quiet stretches and sudden spikes. One spike widens the standard deviation. The rank does not depend on the size of the spike.

Each formula uses history up to the previous trading day's close.

Other ways

In the Sheet

Sheet places the history in a column, one row per day, for further formulas.

  1. Click Add widget and select Sheet.

  2. Click A1 and type =iv30.series("SPY"), then press Enter.

  3. Click B1 and type =mean(roll(A1, 20)), then press Enter.

  4. Click C1 and type =iloc(A1, -1), then press Enter.

  5. Click D1 and type =zscore(A1, 252), then press Enter.

    The Sheet with the history in column A, the 20-day average in column B, the latest value in C1 and the z-score in D1

Column A fills down one row per trading day, with the oldest date at the top and the latest at the bottom. A1 passes the whole column to a formula, so column B shows the 20-day average beside each day. The first 19 rows of column B are empty. iloc(A1, -1) returns the last row, the latest value. iloc(A1, -2) returns the day before.

One past date

at returns the value on a given date. On a weekend or a holiday it returns the last close before that date.

at(iv30.series("SPY"), "2026-08-01") => 0.1259

If something goes wrong

  • The result shows E_NO_DATA: the site has no history for that symbol, or the data has not loaded yet. Check the symbol, then edit the formula once to run it again.
  • The Calculator chart is empty for its first weeks: a 20-day window has no value for its first 19 points.
  • #SPILL! in the Sheet: a cell below the formula is not empty. Clear that column and press Enter on the formula again.
  • =iv30(A2) shows #ERROR: a data function needs its symbol typed in quotes, such as =iv30("SPY"). It does not accept a cell reference as the symbol.