30-day Implied Volatility (IV30) Climbs to its Highest Mark in 6 weeks
SPYState Street SPDR S&P 500 ETF Trust751.35-6.04 (-0.8%)
The IV30 rose to 14.2, the highest level since Aug 2, 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 6 weeks
SPYState Street SPDR S&P 500 ETF Trust751.15-6.24 (-0.8%)
The cost to protect downside risk climbed to 1.5%, the highest level since Aug 2, 2026 when it was at 1.5%. The 52-Week average is 1.6% and the 52-Week range is 1.2% - 2.9%.
$SPY is facing a lot of positive pressure with an imbalance of 487 K. Learn more about net option delta
Sentiment Alert: SPY Increasing bullish pressure with an imbalance in net option delta of 927 K.
Bearish play with a target stock price of $760 or below
Strategy has +59% upside potential and 24% overvalued
$SPY positive imbalance of 1.6 M option volume delta...indicating traderes are more bullish on the stock
