Implied Volatility
The 30-day options-implied volatility of SPLG / SPDR Series Trust - SPDR Portfolio S&P 500 ETF is 12.22.
12.22%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.12 | 0.10 | |
| 2025-09-04 | 0.12 | 0.09 | |
| 2025-09-03 | 0.13 | 0.10 | |
| 2025-09-02 | 0.14 | 0.10 | |
| 2025-08-29 | 0.12 | 0.12 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.12 | 0.12 | |
| 2025-08-27 | 0.12 | 0.12 | |
| 2025-08-26 | 0.12 | 0.12 | |
| 2025-08-25 | 0.12 | 0.12 | |
| 2025-08-22 | 0.12 | 0.11 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.14 | 0.11 | |
| 2025-08-20 | 0.13 | 0.11 | |
| 2025-08-19 | 0.13 | 0.11 | |
| 2025-08-18 | 0.12 | 0.11 | |
| 2025-08-15 | 0.13 | 0.10 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
