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 Sep 02, 21:55 UTC
SPX S&P 500 Index
Level7,666.60
IV3012.4%
30d implied move±3.6%
P/C vol1.05
Expected range by Sep 30, 2026 (28d):
NDX Nasdaq-100 Index
Level29,143.33
IV3018.0%
30d implied move±5.2%
P/C vol0.98
Expected range by Oct 16, 2026 (44d):
RUT Russell 2000 Index
Level2,953.17
IV3017.5%
30d implied move±5.0%
P/C vol1.52
Expected range by Sep 11, 2026 (9d):
VIX Cboe Volatility Index
Level15.20
IV3077.0%
30d implied move±22.1%
P/C vol0.33
Expected range by Sep 16, 2026 (14d):
SPY State Street SPDR S&P 500 ETF
Level764.95
IV3012.1%
30d implied move±3.5%
P/C vol1.24
Expected range by Sep 18, 2026 (16d):
QQQ Invesco QQQ Trust, Series 1
Level709.20
IV3018.5%
30d implied move±5.3%
P/C vol1.05
Expected range by Sep 18, 2026 (16d):
IWM iShares Russell 2000 ETF
Level293.82
IV3017.4%
30d implied move±5.0%
P/C vol1.69
Expected range by Sep 18, 2026 (16d):
DIA State Street SPDR Dow Jones Industrial Average ETF Trust
Level530.82
IV3011.7%
30d implied move±3.4%
P/C vol1.21
Expected range by Sep 18, 2026 (16d):
SPX 30-day implied volatility, daily record
Recorded daily by this site from August 31, 2026.