State Street SPDR S&P 1500 Value Tilt ETF (VLU)'s 30-day implied volatility (IV30) was 10.3% at the close on October 28, 2026, down from 10.9% the day before, against a 52-week range of 9.5% to 23.7%. Its 20-day historical volatility was 9.2%.

Key numbers

30-day implied volatility (IV30): 10.3%
IV30 52-week range: 9.5% to 23.7% (median 12.9%)
Historical volatility: 20-day 9.2%, 1-year 11.2%
Implied move by the nearest expiration: ±0.7%

Data as of October 28, 2026.

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

Name: VLU Implied Volatility
Creator: Market Chameleon