WitrynaImplied Volatility 0.00% ( -17.20%) Historical Volatility 16.47% IV Percentile 0% IV Rank 0.00% IV High 31.04% on 10/12/22 IV Low 0.00% on 04/07/23 Put/Call Vol Ratio 0.00 Today's Volume 0 Volume Avg (30-Day) 8,757,510 Put/Call OI Ratio 2.05 Today's Open Interest 19,013,360 Open Int (30-Day) 20,558,007 Price Performance See More WitrynaThe implied volatility smirk in SPY options 1 Abstract In this paper, we provide a comprehensive study of the implied volatility (IV) smirk in the SPY Exchange Traded Fund (ETF) option market. In general, the IV curves are downward sloping with little curvature exhibiting an almost straight line, contrary to the smirk shape documented …
SPY - S&P 500 SPDR ETF Price - Barchart.com
WitrynaSPY implied volatility data refers to information about the unpredictable movement in the price of SPDR S&P 500 Trust ETF, also referred to as the SPY ETF. SPDR S&P 500 is a popular fund that tracks the Standard & Poor’s 500 index, which is made up of 500 large and mid-cap United States stocks. The SPY is a diverse pool of assets, which ... Witryna11 kwi 2024 · Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day. SPDR … green floral shirt men\\u0027s
SPY Volatility Skew SPDR S&P 500 ETF Trust
Witryna20 maj 2024 · It sees maximum profit if SPY is anywhere between $392 and $424 on June 18th expiration. It is max loss above $425 or below $391, beyond the expected move options are pricing. A move beyond the... Witryna5 sty 2024 · ABSTRACT. We provide a comprehensive study of the implied volatility (IV) smirk in the SPDR S&P 500 Exchange-Traded Fund (SPY ETF) option market. In … Witryna11 gru 2024 · Question #1: Because implied volatility seems to be highly correlated with actual volatility (i.e. VXX) in the market (at least over a timescale of weeks) and … green floral shoes