What the options market is pricing at the index level: expected moves, implied volatility and flow for the S&P 500, Nasdaq-100, Russell 2000, VIX and the four major index ETFs.
Cboe delayed options data · as of 06:44 UTC
SPX S&P 500 Index
Level7,659.44
IV3014.5%
30d implied move±4.2%
P/C vol2.02
Expected range by Oct 30, 2026 (11d):
NDX Nasdaq-100 Index
Level29,187.55
IV3022.0%
30d implied move±6.3%
P/C vol0.96
Expected range by Nov 20, 2026 (32d):
RUT Russell 2000 Index
Level2,721.37
IV3019.8%
30d implied move±5.7%
P/C vol1.53
Expected range by Oct 30, 2026 (11d):
VIX Cboe Volatility Index
Level19.99
IV30—
30d implied move—
P/C vol0.33
SPY State Street SPDR S&P 500 ETF
Level763.25
IV3014.6%
30d implied move±4.2%
P/C vol1.78
Expected range by Nov 20, 2026 (32d):
QQQ Invesco QQQ Trust, Series 1
Level707.87
IV3022.6%
30d implied move±6.5%
P/C vol1.33
Expected range by Nov 20, 2026 (32d):
IWM iShares Russell 2000 ETF
Level270.44
IV3019.9%
30d implied move±5.7%
P/C vol2.37
Expected range by Nov 20, 2026 (32d):
DIA State Street SPDR Dow Jones Industrial Average ETF Trust
Level519.10
IV3014.1%
30d implied move±4.1%
P/C vol1.15
Expected range by Nov 20, 2026 (32d):
SPX 30-day implied volatility, daily record
Recorded daily by this site from August 31, 2026.