What is SPY's IV rank?

At the last close, SPY's IV rank was 27 with 30-day implied volatility of 15.2%. IV sits 27% of the way from its one-year low to its one-year high. Its IV percentile was 64: IV is higher than 64% of the past year's readings.

What is the expected move for SPY?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $31.69 (4.2%), a range of $722.68 to $786.06. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on SPY?

At the last close, these OptionClaws preset screens had passing trades on SPY: Married Put Protection (123), Long Call Butterflies for Pinning (96). Open a screen in the app to see the individual trades, refreshed intraday.

Is SPY option volume above average?

At the last close, SPY option volume was 1.1x its average, close to normal.

SPY options: IV rank, expected move and trade screens

SPDR S&P 500 ETF Trust · ETFETF

In the app, stock prices are live and options data is refreshed intraday.

SPY last closed at $754.37 with 30-day implied volatility of 15.2%. That is in the lower half of its one-year range (IV rank 27), so premiums are on the modest side for SPY. Measured by IV percentile, IV is higher than 64% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $31.69, or 4.2%.

The price is above its 200-day moving average (+3.1%) but below its 50-day (-1.3%), a pullback inside a longer uptrend. It is 3.2% below its 52-week high and 19.4% above its 52-week low. The 14-day RSI of 47.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $11.04, about 1.5% of the price, a measure of a typical day's range.

Option volume at the close (8.23M contracts) was 1.1x its average, close to normal. A beta of 1.00 means SPY has tended to move about 1.0 times as much as the broad market. 2 of our preset screens found trades on SPY at the close, led by Married Put Protection with 123 trades.

SPY stats at the close

Price: $754.37
Implied volatility: 15.2%; 30-day, at the money
IV rank: 27; IV sits 27% of the way from its one-year low to its one-year high.
IV percentile: 64; IV is higher than 64% of the past year's readings.
ATR (14-day): $11.04; 1.5% of the price on a typical day
RSI (14-day): 47.1; Between 30 and 70, neutral
52-week range: -3.2% from high; +19.4% from the 52-week low
Moving averages: -1.3% vs 50-day; +3.1% vs the 200-day
Beta: 1.00; Sensitivity to the broad market
Option volume: 1.1x avg; 8.23M contracts vs 7.64M average

SPY expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 16, 20263 days	11.7%	±$7.97 (1.1%)	$746.40 to $762.34	$6.38
Dec 11, 202628 days	15.2%	±$31.69 (4.2%)	$722.68 to $786.06	$25.35
Jan 15, 202763 days	15.1%	±$47.42 (6.3%)	$706.95 to $801.79	$37.93
Feb 19, 202798 days	15.7%	±$61.34 (8.1%)	$693.03 to $815.71	$49.12

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for SPY from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Married Put Protection

Married Put

123 trades pass on SPY

Probability of profit: 35.5% to 46.9%

Married put screener

Long Call Butterflies for Pinning

Call Butterfly

96 trades pass on SPY

Return on risk: 215.0% to 1,000%+
Probability of profit: 2.5% to 56.6%

Butterfly spread screener

SPY options FAQ

What is SPY's IV rank?: At the last close, SPY's IV rank was 27 with 30-day implied volatility of 15.2%. IV sits 27% of the way from its one-year low to its one-year high. Its IV percentile was 64: IV is higher than 64% of the past year's readings.
What is the expected move for SPY?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $31.69 (4.2%), a range of $722.68 to $786.06. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on SPY?: At the last close, these OptionClaws preset screens had passing trades on SPY: Married Put Protection (123), Long Call Butterflies for Pinning (96). Open a screen in the app to see the individual trades, refreshed intraday.
Is SPY option volume above average?: At the last close, SPY option volume was 1.1x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.