SPY volatilité State Street SPDR S&P 500 ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.—
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.10.5%
HV6010.9%
Écart IV − HV20
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Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
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Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
0/60 jours enregistrés
Cboe delayed options data · au 09:42 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variation implicite |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | +3.6pt | — |
| Oct 20, 2026 | 1 | — | +4.5pt | — |
| Oct 21, 2026 | 2 | — | +4.8pt | — |
| Oct 22, 2026 | 3 | — | +5.1pt | — |
| Oct 23, 2026 | 4 | — | +5.3pt | — |
| Oct 26, 2026 | 7 | — | +5.0pt | — |
| Oct 27, 2026 | 8 | — | +5.2pt | — |
| Oct 28, 2026 | 9 | — | +5.4pt | — |
| Oct 29, 2026 | 10 | — | +5.6pt | — |
| Oct 30, 2026 | 11 | — | +5.7pt | — |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | — | +6.2pt | — |
| Nov 13, 2026 | 25 | — | +6.4pt | — |
| Nov 20, 2026 | 32 | — | +6.6pt | — |
| Nov 27, 2026 | 39 | — | +6.5pt | — |
| Nov 30, 2026 | 42 | — | +6.4pt | — |
Smile de volatilité
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20