/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 · 2026-07-30$741.69+1.68% session
| Symbol | Spot | IV30 | HV20 | IV–HV | IV pctile (252d) | 25Δ skew (30d) | 120d–30d | Implied move (1d) |
|---|
| SPYPRIMARY | $741.69 | 14.4% | 12.4% | +2.0% | 49% | +3.82% | +1.67% | 0.91% |
CURRENT ATM TERM STRUCTURE2026-07-30 · constant maturity comparison
SPY120d–30d +1.67%
16%16%15%14%14%
14d30d60d90d120d
CONSTANT-MATURITY IV HISTORYClick a tenor in the legend to simplify the chart
55%42%30%17%4%
2024-08-222025-02-182025-08-122026-02-042026-07-30
TERM SLOPE HISTORY120-day ATM IV minus 30-day ATM IV · above zero means longer-dated IV is higher
13%7%0%-7%-13%
2024-08-222025-02-182025-08-122026-02-042026-07-30