Direxion Daily S&P 500 Bear 1X ETF (SPDN)'s 30-day implied volatility (IV30) was 13.6% at the close on October 22, 2026, down from 14.8% the day before, against a 52-week range of 11.1% to 24.1%. Its 20-day historical volatility was 10.0%.

Key numbers

30-day implied volatility (IV30): 13.6%
IV30 52-week range: 11.1% to 24.1% (median 15.3%)
Historical volatility: 20-day 10.0%, 1-year 13.2%
Implied move by the nearest expiration: ±0.9%

Data as of October 22, 2026.

SPDN Implied Volatility (IV) vs Historical Volatility (HV)

Name: SPDN Implied Volatility
Creator: Market Chameleon