Expand SPY Menu
SPY MENU

SPY Stock Posts


30-day Implied Volatility (IV30) Falls to Lowest Level in 8 months

SPY State Street SPDR S&P 500 ETF Trust776.03-1.85 (-0.2%)

The IV30 fell to 11.8, the lowest level since Dec 27, 2025 when it traded at 11.8. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 12.2 with an average daily move of ±0.8%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 8 months

SPY State Street SPDR S&P 500 ETF Trust776.03-1.85 (-0.2%)

The cost to protect downside risk fell to 1.2%, the lowest level since Dec 27, 2025 when it was at 1.2%. The 52-Week average is 1.5% and the 52-Week range is 1.1% - 2.9%.
$SPY is facing a lot of negative pressure with an imbalance of -614 K. Learn more about net option delta
30-day Implied Volatility (IV30) Falls to Lowest Level in 8 months

SPY State Street SPDR S&P 500 ETF Trust775.51-2.37 (-0.3%)

The IV30 fell to 11.8, the lowest level since Dec 29, 2025 when it traded at 11.8. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 12.2 with an average daily move of ±0.8%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 8 months

SPY State Street SPDR S&P 500 ETF Trust775.51-2.37 (-0.3%)

The cost to protect downside risk fell to 1.2%, the lowest level since Dec 27, 2025 when it was at 1.2%. The 52-Week average is 1.5% and the 52-Week range is 1.1% - 2.9%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 8 months

SPY State Street SPDR S&P 500 ETF Trust776.18-1.70 (-0.2%)

The IV30 fell to 11.8, the lowest level since Dec 27, 2025 when it traded at 11.8. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 12.2 with an average daily move of ±0.8%. View Implied Vol
Load Earlier Posts
Market Data Delayed 15 Minutes