State Street SPDR Portfolio High Yield Bond ETF (SPHY)'s 30-day implied volatility (IV30) was 9.8% at the close on November 3, 2026, up from 7.9% the day before, against a 52-week range of 2.7% to 12.0%. Its 20-day historical volatility was 4.4%.

Key numbers

30-day implied volatility (IV30): 9.8%
IV30 52-week range: 2.7% to 12.0% (median 8.0%)
Historical volatility: 20-day 4.4%, 1-year 3.9%
Implied move by the nearest expiration: ±0.5%

Data as of November 3, 2026.

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

Name: SPHY Implied Volatility
Creator: Market Chameleon