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$SPY negative imbalance of -380 K option volume delta...indicating traderes are more bearish on the stock
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 3 months

SPY State Street SPDR S&P 500 ETF Trust763.34-8.45 (-1.1%)

The IV30 rose to 14.5, the highest level since Jul 29, 2026 when it reached 14.1. Stock Option traders are pricing in an average daily move of ±0.9%. The 52-Week historical volatility is 12.2 with an average daily move of ±0.8%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 3 months

SPY State Street SPDR S&P 500 ETF Trust763.26-8.53 (-1.1%)

The cost to protect downside risk climbed to 1.5%, the highest level since Jul 29, 2026 when it was at 1.5%. The 52-Week average is 1.5% and the 52-Week range is 1.1% - 2.9%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 3 months

SPY State Street SPDR S&P 500 ETF Trust763.08-8.71 (-1.1%)

The IV30 rose to 14.5, the highest level since Jul 29, 2026 when it reached 14.1. Stock Option traders are pricing in an average daily move of ±0.9%. The 52-Week historical volatility is 12.2 with an average daily move of ±0.8%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 3 months

SPY State Street SPDR S&P 500 ETF Trust762.80-8.99 (-1.2%)

The cost to protect downside risk climbed to 1.5%, the highest level since Jul 29, 2026 when it was at 1.5%. The 52-Week average is 1.5% and the 52-Week range is 1.1% - 2.9%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 3 months

SPY State Street SPDR S&P 500 ETF Trust761.50-10.29 (-1.3%)

The IV30 rose to 15.1, the highest level since Jul 29, 2026 when it reached 14.1. Stock Option traders are pricing in an average daily move of ±1.0%. The 52-Week historical volatility is 12.2 with an average daily move of ±0.8%. View Implied Vol
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