State Street SPDR Portfolio High Yield Bond ETF (SPHY) Historical Volatility

Tracking SPHY historical volatility helps you see how much State Street SPDR Portfolio High Yield Bond ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, State Street SPDR Portfolio High Yield Bond ETF's HV tells you what really happened. Use our scanner to monitor SPHY 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The SPHY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing State Street SPDR Portfolio High Yield Bond ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

The State Street SPDR Portfolio High Yield Bond ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the ICE BofA US High Yield Index (the "Index").One of the low cost core State Street SPDR Portfolio ETFs, a suite of portfolio building blocks designed to provide broad, diversified exposure to core asset classes.A low cost ETF that seeks to offer exposure to over a trillion dollars of USD-denominated high yield debt.The index includes publicly issued USD high yield bonds with a below investment grade rating, at least 18 months to final maturity at the time of issuance, at least one year to maturity, a fixed coupon, and a minimum amount outstanding of $250M.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts State Street SPDR Portfolio High Yield Bond ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SPHY HV is running hot, cold, or in line. Make the SPHY 30 day historical volatility — and every other window — work for your edge instead of against it.