State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF

SPYXAMEX · USD
62.75USD0.00 (-0.76%)

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) Historical Volatility

SPYX 30-day historical volatility is 10%. This ranks in the 14th percentile of readings over the past year.

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Tracking SPYX historical volatility helps you see how much State Street SPDR S&P 500 Fossil Fuel Reserves Free 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 S&P 500 Fossil Fuel Reserves Free ETF's HV tells you what really happened. Use our scanner to monitor SPYX 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 SPYX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing State Street SPDR S&P 500 Fossil Fuel Reserves Free 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 S&P 500 Fossil Fuel Reserves Free ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Fossil Fuel Reserves Free Index (the "Index")Seeks to allow climate change-conscious investors to align the core of their investment strategy with their values by eliminating companies that own fossil fuel reserves from the S&P 500Serves as a potential replacement for current S&P 500 exposure for investors interested in eliminating fossil fuel reserves from their portfolioLike the S&P 500 Index, the benchmark for this ETF also focuses on US large cap equities

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

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 25, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 25, 2026

See how volatility has moved over time

Track SPYX historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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