State Street SPDR Portfolio Developed World Ex-Us ETF (SPDW)'s 30-day implied volatility (IV30) was 15.0% at the close on November 13, 2026, up from 14.5% the day before, against a 52-week range of 9.6% to 27.4%. Its 20-day historical volatility was 17.4%.

Key numbers

30-day implied volatility (IV30): 15.0%
IV30 52-week range: 9.6% to 27.4% (median 15.5%)
Historical volatility: 20-day 17.4%, 1-year 17.8%
Implied move by the nearest expiration: ±0.9%

Data as of November 13, 2026.

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

Name: SPDW Implied Volatility
Creator: Market Chameleon