SPY Implied Volatility: IV Now & Its History
SPY ATM implied volatility by time to expiration: latest sessionranking ·
2026-10-04 · 4×3
SPY vs QQQ: median ATM implied volatility by month, since mid-2022series ·
2026-10-04 · 52×3
SPY at-the-money implied volatility by session: trailing 90 daysseries ·
2026-10-04 · 63×2
SPY ETF Price in Korean Won: KRW per Share
SPY closing price in US dollars, month by monthseries ·
2026-10-04 · 15×3
When the US session lands on the Korean clock: June against January 2026ranking ·
2026-10-04 · 16×3
One share of SPY in Korean won, across input exchange ratesranking ·
2026-10-04 · 7×2
What a broker's FX spread adds to the won cost of one shareranking ·
2026-10-04 · 5×3
A won budget against whole shares and fractional sharesranking ·
2026-10-04 · 5×4
SPY Dividend Yield: Why It Trails the Index
Every SPY distribution over the last three years, against the share priceseries ·
2026-10-04 · 12×5
Days from ex-dividend date to pay date, last three yearsranking ·
2026-10-04 · 3×4
Trailing 12-month dividend yield: SPY against two open-end S&P 500 ETFsranking ·
2026-10-04 · 3×3
SPY by calendar year: price change against dividends collectedranking ·
2026-10-04 · 7×3
SPX vs SPY Options: Which One to Trade
SPY option volume by days to expiry, trailing six weeksranking ·
2026-10-04 · 5×3
Time value left in deep in-the-money SPY calls, against the dividend at stakeranking ·
2026-10-04 · 15×4
How close SPY closes to the nearest whole-dollar strike on monthly expirationsseries ·
2026-10-04 · 12×4
What one contract controls: SPX, SPY and XSPranking ·
2026-10-04 · 3×4
RSP vs SPY: Equal Weight S&P 500
Cap weight versus equal weight across a ten name basketseries ·
2026-10-04 · 10×5
RSP share volume: each quarter's heaviest session against its medianseries ·
2026-10-04 · 11×6
RSP and SPY price paths, both indexed to 100 in January 2019series ·
2026-10-04 · 93×5
Calendar year price change, RSP against SPY, first close to last closeranking ·
2026-10-04 · 15×4
Investing at All-Time Highs: What the Data Says
Calendar days from a record close to the next one, SPYranking ·
2026-10-04 · 5×4
Forward price change after record closes vs all other sessions, SPYtable ·
2026-10-04 · 3×7
Deepest closing declines from a record close, SPYtable ·
2026-10-04 · 7×5
Record closes per year, SPY (price basis, first four years of the file excluded)table ·
2026-10-04 · 20×7
Has SPY Ever Split? The ETF Split Record
SPY cash distributions on record, by yearranking ·
2026-10-04 · 10×3
Span and size of the split record behind these panelsscalar ·
2026-10-04 · 1×427.5
Forward and reverse splits executed each year, US-listed tickersranking ·
2026-10-04 · 10×4
Splits executed by household-name stocks since 2014ranking ·
2026-10-04 · 11×4
Split events on record for eight long-lived index ETFsranking ·
2026-10-04 · 8×4
Share price of seven index ETFs as a ratio to SPY (trailing six weeks)ranking ·
2026-10-04 · 7×2
Can a Death Cross Be Bullish? The SPY Record
The window and the cross counts behind the textscalar ·
2026-10-04 · 1×115,803
Each SPY death cross and the golden cross that ended itranking ·
2026-10-04 · 11×4
SPY close versus its 50-day and 200-day averages, February to July 2020series ·
2026-10-04 · 126×4
Forward record after a SPY death cross, by horizontable ·
2026-10-04 · 4×9
Every SPY death cross in the daily data, with forward returnstable ·
2026-10-04 · 11×6
The 2020 peak, low, death cross and golden cross, dated from the same barsscalar ·
2026-10-04 · 1×16338.34
SPY Dividends for Korean Investors
SPY trailing four-quarter distribution yield, measured at each ex-dateseries ·
2026-09-30 · 32×3
One US session in 30-minute slices, with the New York and Seoul clocks side by sideseries ·
2026-09-30 · 18×3
Days from ex-date to payment, every SPY distribution since 2019series ·
2026-09-30 · 31×4
Every SPY distribution since 2023: ex-date, pay date, cash per shareseries ·
2026-09-30 · 15×5
Market Recap: July 9, 2026, The Day in Numbers
Shares per 30-minute ET bucket, regular hours, closing auction prints in the final bucket, with % of the day's biggest bucketseries ·
2026-09-28 · 13×3
Market Recap: July 7, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours, closing auction prints in the final bucket (billions)series ·
2026-09-28 · 13×3
Market Recap: July 2, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours, closing auction prints in the final bucket (billions)series ·
2026-09-28 · 13×3
Market Recap: June 30, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours, closing auction prints in the final bucket (billions)series ·
2026-09-28 · 13×3
Market Recap: June 29, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours, closing auction prints in the final bucket (billions)series ·
2026-09-28 · 13×4
March 24, 2020: The Day the Market Turned
Did it hold? The retest that never came, and two recovery clocksscalar ·
2026-09-28 · 1×12338.31
March 24, 2020 ranked against every SPY session on the minute tapescalar ·
2026-09-28 · 1×115,613
SPY by half-hour: March 24, 2020 regular session, closing cross print in the final half hourseries ·
2026-09-28 · 13×4
SPY on March 24, 2020: the turn, receiptedscalar ·
2026-09-28 · 1×11222.51
SPY daily close, drawdown, and the 10-year yield: Feb 19 to Mar 23, 2020series ·
2026-09-28 · 24×4
March 24, 2020 across index and sector ETFs: everything up, cyclicals firstranking ·
2026-09-28 · 12×4
SPY closes, March 23-26, 2020: the three-day burstseries ·
2026-09-28 · 4×4
COVID Crash 2020: Four Halts, Peak to Trough
10-year and 3-month Treasury yields through the crash, daily closesseries ·
2026-09-28 · 31×3
SPY options: puts vs calls traded, March 2–13, 2020 (millions of contracts)series ·
2026-09-28 · 10×4
March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPYranking ·
2026-09-28 · 7×3
SPY by half-hour: March 9, 2020 regular session, closing cross print in the final half hourseries ·
2026-09-28 · 13×4
SPY on March 9, 2020: the circuit-breaker session, receiptedscalar ·
2026-09-28 · 1×11297.42
The COVID crash, peak to trough to recovery: SPY daily closes, one rowscalar ·
2026-09-28 · 1×11338.31
The four circuit-breaker sessions of March 2020: SPY close, change, volumeseries ·
2026-09-28 · 4×4
SPY vs VOO vs SPLG: What Actually Differs
Quoted spread in cents and basis points, one midday hourranking ·
2026-09-26 · 2×4
Listed option activity by underlying fund, September 2026ranking ·
2026-09-26 · 3×3
Monthly price change, SPY vs VOO vs SPLGseries ·
2026-09-26 · 11×5
Daily turnover and average trade value, August to mid September 2026ranking ·
2026-09-26 · 2×4
Days from ex dividend date to payment, last three yearstable ·
2026-09-26 · 3×5
Santa Claus Rally: Hit Rate and Returns by Year
The five weakest Santa Claus windows on record, with the calendar year that followed eachtable ·
2026-09-26 · 5×5
Santa Claus window vs. the rest of December vs. the whole month, SPY, all years on recordtable ·
2026-09-26 · 3×8
SPY volume in each Santa Claus window session as a share of its year's average daily volumeranking ·
2026-09-26 · 7×4
Santa Claus rally window return by year, SPY, with the full calendar December alongsidetable ·
2026-09-26 · 23×5
Failed vs. successful Santa Claus windows and the calendar year that followedtable ·
2026-09-26 · 2×6
Market Recap: Week of July 20, 2026
Next week on the calendar: closures, ex-dividends, splits, and the expiry pullscalar ·
2026-08-12 · 1×60
SPY median quoted spread and NBBO updates per session, regular hours, July 20-24series ·
2026-08-12 · 5×5
SPY by session: close, change, and share volume, July 20-24series ·
2026-08-12 · 5×4
Options contracts, same-day share, and call share by session, July 20-24series ·
2026-08-12 · 5×5
SEC filings by session and form type, July 20-24series ·
2026-08-12 · 5×5
Advancers and decliners per session, names with $5M+ traded, July 20-24series ·
2026-08-12 · 5×5
Top names by regular-hours dollar volume, full week July 20-24ranking ·
2026-08-12 · 8×3
Daily short-volume file coverage: tickers on file and short shares, July 20-24series ·
2026-08-12 · 5×4
Session verification: sessions, bars, holiday rows, up and down closes, next closurescalar ·
2026-08-12 · 1×95
The week's corporate calendar: dividends, splits, listings, newsscalar ·
2026-08-12 · 1×917,144
SPY's week in trailing-year context (open-to-close weekly returns)scalar ·
2026-08-12 · 1×5-1.1
SPY / QQQ / DIA / IWM: week of July 20 vs the July 17 close, with the prior week's changetable ·
2026-08-12 · 4×5
Sector ETFs, full-week change: July 24 close vs July 17 closeranking ·
2026-08-12 · 11×3
Treasury curve by session, July 17 print through July 24series ·
2026-08-12 · 6×6
Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excludedtable ·
2026-08-12 · 20×6
Weekly breadth: July 24 regular close vs July 17 regular close, names with $5M+ traded during the weekscalar ·
2026-08-12 · 1×62,437
Market Recap: July 30, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closurescalar ·
2026-08-02 · 1×7390
Seven names: RTH median quoted spread in basis points, with quote-quality counts, July 30table ·
2026-08-02 · 7×5
July 31 and August 3 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lagscalar ·
2026-08-02 · 1×60
Ex-dividends, splits, listings, news, and the July 30 SEC filing mixscalar ·
2026-08-02 · 1×14200
Treasury curve prints on file, July 27 through July 30series ·
2026-08-02 · 4×5
SPY's median spread ranked against every July session, tightest firstscalar ·
2026-08-02 · 1×40.27
Stocks NBBO update count: July 30 vs July 29, with named-ticker updates (millions)scalar ·
2026-08-02 · 1×6560.75
Options NBBO tape: total updates vs the stock tape, plus the SPY root slice, July 30scalar ·
2026-08-02 · 1×310.32
Top 6 by dollars traded, top 4 by shares traded: July 30 regular hourstable ·
2026-08-01 · 10×5
SPY day move in trailing context (open-to-close, June 30 through July 30)scalar ·
2026-08-01 · 1×40.77
Sector ETFs, July 30 close vs July 29 close, rankedranking ·
2026-08-01 · 11×3
SPY / QQQ / DIA / IWM: July 30 vs the July 29 close, regular hourstable ·
2026-08-01 · 4×10
Options tape: contracts, call share, same-day share vs Wednesday, busiest SPY contractscalar ·
2026-08-01 · 1×1210.93
Eight mega-caps: change vs July 29 and regular-hours dollars, July 30table ·
2026-08-01 · 8×5
Biggest gainers and decliners: July 30 close vs July 29 close, $5M+ traded, splits excludedranking ·
2026-08-01 · 16×4
Next 100 →
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SPY ATM implied volatility by time to expiration: latest session
SPY ATM implied volatility by time to expiration: latest session
| expiry_bucket | atm_iv_pct | contracts |
|---|---|---|
| Under 2 weeks | 13.3 | 1108 |
| 2-6 weeks | 13.8 | 557 |
| 6 weeks - 4 months | 14.8 | 561 |
| Beyond 4 months | 17.4 | 320 |
the exact SQL behind every number
SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date = (SELECT max(date) FROM global_markets.options_greeks)
AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)
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