State Street SPDR Portfolio Emerging Markets ETF (SPEM)'s 30-day implied volatility (IV30) was 14.3% at the close on October 26, 2026, down from 17.6% the day before, against a 52-week range of 11.0% to 34.5%. Its 20-day historical volatility was 15.1%.

Key numbers

30-day implied volatility (IV30): 14.3%
IV30 52-week range: 11.0% to 34.5% (median 16.9%)
Historical volatility: 20-day 15.1%, 1-year 17.0%
Implied move by the nearest expiration: ±1.1%

Data as of October 26, 2026.

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

Name: SPEM Implied Volatility
Creator: Market Chameleon