SPDR S&P 500





After Hours:




Please Login or Register

Login|Register FREE

Stock Price
Open: 264.79
Prev. Close: 263.63
Low/Hi: 264.29 - 267.24
52-Week: 235.43 - 286.63
Equity: 62,348,476
90-Day Avg: 110,305,530
Option: 2,860,931
90-Day Avg: 3,848,528
Todays Stock Vol: 11.8
20-Day (HV): 17.3
52-Week (HV): 11.0
30-Day IV: 13.8 -1.4
IV Pct Rank: 90% Elevated
Dividend: 15-Jun $1.131 (Est.)
Div. Yield: 1.8%
Net Expense Ratio: 0.0945%
Stock Info
Type: ETF
Family: SPDR State Street Global Advisors
Category: Large Blend

SPY Volatility Skew


Volatility skew is a measure of market implied volatility to both the upside and the downside, and the comparison of how they relate to each other. The following charts enable you to view the volatility skew for each option expiration listed for SPY, comparing against other expirations and previous closing values. You can also view a 30-day constant maturity skew for SPY, both the current value and historical.

▲ Close

Wait, Before You Leave...

Receive Anticipated Price Moves into Earnings

Enter your email address below to receive FREE daily information about expected earnings moves and upcoming earnings.
Market Chameleon