Market Snapshot
Market Snapshot shows, for SPY and the 11 sector ETFs, 11 major market ETFs and the 10 stocks with the most option volume today, the 30-day implied volatility (IV30) and its change, its 52-week range, its IV % Rank level, and price returns from today to year to date. It is free; Total Access members also get SPY, DIA and QQQ holdings tabs.
What is Market Snapshot?
Market Snapshot is a one-page read on the market's mood in the options and stock markets. For the sector ETFs, the major market ETFs and the stocks with the most option trading today, it shows each one's 30-day implied volatility (IV30), how it changed today and where it sits against the past year, and how the price has done over periods from today to the year so far.
How the numbers are worked out
- Three lists. Sector ETFs: SPY and the 11 sector ETFs - XLY, XLP, XLE, XLF, XLV, XLI, XLB, XLK, XLU, XLC and XLRE. Major Market ETFs: SPY, DIA, IWM, QQQ, EEM, EWZ, FXI, EFA, TLT, USO and GLD. Most Active Options (Non-ETF): the 10 common stocks with the most option contracts traded today; ETFs, REITs, MLPs and funds are left out.
- IV30. IV30 % Chg is the relative change from the previous trading day's last value: from 20 to 22 is +10%. The 52-week low and high are the lowest and highest daily IV30 over the past year, not counting today, so today's IV30 can sit outside them.
- IV % Rank and Level. IV % Rank is a percentile: the share of the past year's daily IV30 values that today's is above, with 100% at or above the year's high and 0% at or below its low. Level is Elevated at 70% or more, Subdued at 30% or less, and Moderate in between. Level Chg shows Increased or Decreased when the level changed since the previous trading day.
- Option Volume. Calls plus puts traded today.
- Price performance. Last Price is the latest regular-session price, and the official close after the close. % Chg is measured from the previous close; 2 Week, 3 Month, 6 Month, 1 Year and YTD from the adjusted closing price two weeks, three, six or twelve months ago, or at the end of last year.
- Updates. Each tab loads the latest numbers when you open it; the page doesn't refresh on its own. Until shortly after the open, and on weekends and holidays, it shows the last trading day, with that date at the top. There is no date picker.
IV % Rank tells you whether options are priced high or low against their own past year, not which way the market will move. The tables are data, not buy or sell signals.
What you can find out
Which sectors have the highest implied volatility right now?
The Sector ETFs tab lists each sector's IV30, IV % Rank and Level, and the chart plots today's IV30 inside its 52-week range, colored by level. See sector implied volatility
Where did implied volatility rise or fall today?
IV30 % Chg shows today's change for each ETF or stock, and Level Chg flags the ones whose IV % Rank moved into a higher or lower level. Check today's IV changes
Which sectors are leading or lagging?
The Price Performance table puts today's % Chg next to 2-week, 3-month, 6-month, 1-year and year-to-date returns, and the bar chart shows today's move for each ETF. Compare sector performance
Which stocks have the most option volume today?
The Most Active Options (Non-ETF) tab lists the top 10 common stocks by option contracts traded, with their implied volatility and returns. For option volume in the other stocks and ETFs we track, see the Option Volume report. How the Option Volume report works
Which stocks in SPY, DIA or QQQ are up or down today?
Total Access members get SPY Holdings, DIA Holdings and QQQ Holdings tabs that split each ETF's holdings into gainers, unchanged and decliners, with price, change, the day's and 52-week ranges and volume. Open Market Snapshot
Where to find it
Menu: Options › Features › Snapshot, or go straight to /Reports/MarketSnapshot. Click a symbol to open its summary page.
The Sector ETFs, Major Market ETFs and Most Active Options tabs are free for everyone. The SPY, DIA and QQQ Holdings tabs are shown to Total Access members.
What the columns mean
| Column | What it shows |
|---|---|
| IV30, IV30 % Chg | 30-day implied volatility and its relative change since the previous trading day |
| IV30 52-Wk Low, High | The lowest and highest daily IV30 over the past year, not counting today |
| Option Volume | Call and put contracts traded today |
| IV % Rank, Level, Level Chg | Today's IV30 as a percentile of the past year, its level (Elevated, Moderate, Subdued) and whether the level changed |
| Last Price, % Chg | The latest regular-session price and its change from the previous close |
| 2 Week, 3 Month, 6 Month, 1 Year, YTD | The price change over each period, from adjusted closing prices |
FAQ
- What is IV30?
- Implied volatility for a 30-day period, worked out from a stock's options, so stocks and ETFs can be compared without picking an expiration.
- How is IV % Rank worked out?
- It is a percentile: the share of the past year's daily IV30 values that today's IV30 is above. 70% or more is Elevated, 30% or less Subdued, anything between Moderate.
- Why can IV30 be outside its 52-week low and high?
- The range covers the past year up to the previous trading day, not today, so a new high or low today shows outside it.
- Can I see an earlier day?
- No. Market Snapshot shows the current session, or the last one before the open and on weekends and holidays.
- Is Market Snapshot free?
- Yes. The Sector ETFs, Major Market ETFs and Most Active Options tabs are free for everyone; the SPY, DIA and QQQ Holdings tabs are shown to Total Access members.
Related
Implied and historical volatility Implied Volatility Rankings Option Volume Report Market MoversTerms on this page
IV30 IV rank Implied volatility ETFsMarket Chameleon provides data, not investment advice.