State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM)'s 30-day implied volatility (IV30) was 23.0% at the close on November 5, 2026, up from 17.5% the day before, against a 52-week range of 12.6% to 31.9%. Its 20-day historical volatility was 14.8%.

Key numbers

30-day implied volatility (IV30): 23.0%
IV30 52-week range: 12.6% to 31.9% (median 18.3%)
Historical volatility: 20-day 14.8%, 1-year 17.3%
Implied move by the nearest expiration: ±1.0%

Data as of November 5, 2026.

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

Name: SPSM Implied Volatility
Creator: Market Chameleon