SPDR S&P 500 ETF Trust (SPY) Historical Volatility

Tracking SPY historical volatility helps you see how much SPDR S&P 500 ETF Trust'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, SPDR S&P 500 ETF Trust's HV tells you what really happened. Use our scanner to monitor SPY 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 SPY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing SPDR S&P 500 ETF Trust'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 S&P 500 ETF Trust seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the S&P 500 Index (the “Index”)The S&P 500 Index is a diversified large cap U.S. index that holds companies across all eleven GICS sectorsLaunched in January 1993, SPY was the very first exchange traded fund listed in the United States

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 SPDR S&P 500 ETF Trust's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SPY HV is running hot, cold, or in line. Make the SPY 30 day historical volatility — and every other window — work for your edge instead of against it.