/SPY/VOLATILITY
SYMBOL RESEARCH
SPY Volatility
State Street SPDR S&P 500 ETF Trust
Compare forward-looking option volatility, realized movement, maturity structure, and normalized tail pricing across as many as three symbols.
SPOT · 2026-08-24$763.47-0.28% session
| Symbol | Spot | Earnings-adjusted IV30 | IV30 incl. earnings | HV20 | IV–HV | IV pctile (252d) | 25Δ skew (30d) | 120d–30d | Implied move (1d) |
|---|
| SPYPRIMARY | $763.47 | 13.0% | 13.0% | 13.2% | -0.1% | 22% | +4.95% | +2.17% | 0.82% |
IMPLIED VS REALIZED VOLATILITYEarnings-adjusted IV is the primary historical series; earnings-inclusive IV remains visible for event context
SPY
29%22%16%10%4%
2025-08-222025-11-202026-02-242026-05-222026-08-24
EARNINGS-ADJUSTED IV REGIMERank and empirical percentile across the same market dates
106%78%49%20%-9%
2025-08-222025-11-202026-02-242026-05-222026-08-24