State Street SPDR Portfolio S&P 500 ETF (SPYM)'s 30-day implied volatility (IV30) was 12.9% at the close on October 28, 2026, down from 13.6% the day before, against a 52-week range of 10.8% to 27.0%. Its 20-day historical volatility was 10.2%.

Key numbers

30-day implied volatility (IV30): 12.9%
IV30 52-week range: 10.8% to 27.0% (median 14.1%)
Historical volatility: 20-day 10.2%, 1-year 13.1%
Implied move by the nearest expiration: ±0.9%

Data as of October 28, 2026.

SPYM Implied Volatility (IV) vs Historical Volatility (HV)

Name: SPYM Implied Volatility
Creator: Market Chameleon