SPDR S&P 500

SPY

260.36

+0.60

+0.2%

After Hours:

259.85

-0.51

-0.2%

Please Login or Register

Login|Register FREE

Stock Price
Open: 260.32
Prev. Close: 259.76
Low/Hi: 260.16 - 260.48
52-Week: 219.15 - 260.20
Volumes
Equity: 27,087,908
90-Day Avg: 62,976,225
Option: 1,348,145
90-Day Avg: 2,411,161
Volatility
Todays Stock Vol: 3.5
20-Day (HV): 6.2
52-Week (HV): 6.8
30-Day IV: 6.8 +0.0
IV Pct Rank: 8% Subdued
Fundamental
Dividend: 15-Dec $1.27 (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