State Street SPDR S&P 500 ETF Trust (SPY)'s 30-day implied volatility (IV30) was 13.2% at the close on October 20, 2026, down from 13.5% the day before, against a 52-week range of 11.2% to 26.7%. Its 20-day historical volatility was 9.7%.

Key numbers

30-day implied volatility (IV30): 13.2%
IV30 52-week range: 11.2% to 26.7% (median 14.0%)
Historical volatility: 20-day 9.7%, 1-year 13.1%
Implied move by the nearest expiration: ±0.7%

Data as of October 20, 2026.

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

Name: SPY Implied Volatility
Creator: Market Chameleon