State Street SPDR S&P 500 ETF Trust (SPY)'s 30-day implied volatility (IV30) was 15.7% at the close on November 10, 2026, against a 52-week range of 11.2% to 26.7%. Its 20-day historical volatility was 14.6%.
Key numbers
30-day implied volatility (IV30): 15.7%
IV30 52-week range: 11.2% to 26.7% (median 14.0%)
Historical volatility: 20-day 14.6%, 1-year 13.3%
Implied move by the nearest expiration: ±1.0%
Data as of November 10, 2026.
SPY Implied Volatility (IV) vs Historical Volatility (HV)
The SPY IV term structure shows the implied volatility difference between different maturity dates.
