SPY Historical IV

Historical 30-day IV and skew data for SPY.

  1. NYSE Arca
    2. >
  2. SPY
    3. | Download CSV
Date IV Skew
2019-03-20 11.840243% 8.887128
2019-03-21 11.645370% 4.774068
2019-03-22 14.457565% 8.793862
2019-03-25 14.481480% 9.344576
2019-03-26 12.979057% 6.106738
2019-03-27 13.648290% 13.076795
2019-03-28 12.691697% 4.839262
2019-03-29 11.746924% 3.229331
2019-04-01 11.083758% 6.870791
2019-04-03 11.584971% N/A
2019-04-04 11.127966% 3.879353
2019-04-05 10.276157% 6.329094
2019-04-08 10.502351% 7.008001
2019-04-09 11.537251% 6.593003
2019-04-10 10.861348% 4.899123
2019-04-11 10.491221% 6.868507
2019-04-12 9.747434% 5.549666
2019-04-15 9.960300% 7.964678
2019-04-16 9.992649% 8.364373
2019-04-17 10.343628% 6.459375
2019-04-18 9.973903% 7.905117
2019-04-22 10.053351% 9.243784
2019-04-23 9.863710% 8.339785
2019-04-24 10.621568% 9.008071
2019-04-25 10.452024% 10.722871
2019-04-26 9.886121% 5.406342
2019-04-29 10.059788% 9.640576
2019-04-30 10.268440% 6.585664
2019-05-01 11.764397% 6.157027
2019-05-02 11.583656% 6.519551
2019-05-03 10.269246% 4.703041
2019-05-06 12.309144% 10.964391
2019-05-07 16.848571% 13.395281
2019-05-08 17.086785% 15.942332
2019-05-09 16.914231% 13.032803
2019-05-10 13.973448% 10.187318
2019-05-13 18.062364% 11.475425
2019-05-14 16.171738% 11.682497
2019-05-15 14.723598% 11.186482
2019-05-16 13.219229% 10.435950
2019-05-17 13.974350% 10.555133
2019-05-20 14.846103% 6.229569
2019-05-21 13.637188% 4.136233
2019-05-22 13.862659% 5.390956
2019-05-23 15.648498% 5.916577
2019-05-24 14.782249% 5.751968
2019-05-28 16.250937% 7.429244
2019-05-29 16.701476% 4.009799
2019-05-30 16.135736% 4.135034
2019-05-31 17.604544% 6.611938
2019-06-03 17.622290% 4.397430
2019-06-04 15.687975% 3.709513
2019-06-05 14.590264% -0.102920
2019-06-06 13.986533% 0.553168
2019-06-07 13.889398% 1.965656
2019-06-10 13.583940% N/A
2019-06-11 13.862808% N/A
2019-06-12 13.795388% 0.698666
2019-06-13 13.652840% -0.025941
2019-06-14 13.144181% -3.175098
2019-06-17 13.179857% -1.887389
2019-06-18 12.869948% -0.757326
2019-06-19 12.141597% -1.477249
2019-06-20 12.129218% -1.187895
2019-06-21 12.875401% 9.849630
2019-06-24 13.119736% 11.315843
2019-06-25 14.195261% 10.505547
2019-06-26 14.207116% 11.023657
2019-06-27 13.674738% 12.355191
2019-06-28 13.059892% 11.497883
2019-07-01 11.762769% 9.224815
2019-07-02 10.896967% 10.445970
2019-07-03 10.566300% 9.329987
2019-07-05 10.625001% 8.484673
2019-07-08 11.486607% 11.254788
2019-07-09 11.811672% 9.661570
2019-07-10 10.961787% 9.099394
2019-07-11 10.622245% 9.812464
2019-07-12 10.002752% 4.344417
2019-07-15 10.202904% 4.952229
2019-07-16 10.351678% 10.372364
2019-07-17 11.495659% 12.029289
2019-07-18 11.094027% 7.462414
2019-07-19 11.644685% N/A
2019-07-22 11.157986% 7.062821
2019-07-23 10.387055% 9.829240
2019-07-25 10.663594% 9.585980
2019-07-26 9.834086% 5.411440
2019-07-29 10.358003% 7.334568
2019-07-30 11.474319% 2.716326
2019-07-31 13.517628% 14.249272
2019-08-01 15.324090% 11.574804
2019-08-02 15.335903% 8.643400
2019-08-05 21.717312% 12.163465
2019-08-06 17.788547% 12.936830
2019-08-07 17.583594% 14.883368
2019-08-08 14.466643% 10.951984
2019-08-09 15.495050% 11.085301
2019-08-12 18.651127% 13.740674
2019-08-13 15.414633% 7.343585
2019-08-14 20.485240% 15.607627
2019-08-15 19.538123% 11.684794
2019-08-16 16.447088% 14.050487
2019-08-19 14.763089% 7.393154
2019-08-20 15.991489% 6.755172
2019-08-21 14.912198% 5.517932
2019-08-22 15.308807% 6.970891
2019-08-23 18.989961% 9.935878
2019-08-26 17.824703% 0.979774
2019-08-27 18.677622% 5.294610
2019-08-28 17.488702% 9.904326
2019-08-29 15.451419% 2.787084
2019-08-30 16.001082% 3.524036
2019-09-03 16.923804% 8.967766
2019-09-04 14.720702% -1.568029
2019-09-05 12.867499% N/A
2019-09-06 11.866175% N/A
2019-09-09 11.977683% N/A
2019-09-10 12.009934% N/A
2019-09-11 11.613020% N/A
2019-09-12 11.077723% -7.466009
2019-09-13 10.633131% -9.580156
2019-09-16 11.670704% -9.624412
2019-09-17 11.662048% -8.370816
2019-09-18 11.292395% -9.329932
2019-09-19 11.266082% -7.434365
2019-09-20 12.905662% 9.370638
2019-09-23 12.738997% 7.978822
2019-09-24 14.830754% 10.632055
2019-09-25 13.774478% 12.843637
2019-09-26 13.823427% N/A
2019-09-27 14.866811% 12.586546
2019-10-01 16.529020% 13.589379
2019-10-02 19.074113% 13.551375
2019-10-03 17.700055% 13.904182
2019-10-04 15.120781% 13.495147
2019-10-07 15.924442% 15.024978
2019-10-08 18.719777% 16.813615
2019-10-10 16.010823% N/A
2019-10-11 13.847938% 2.329155
2019-10-14 12.938716% N/A
2019-10-15 11.826270% 11.202505
2019-10-16 12.129978% 7.772563
2019-10-17 12.000043% N/A
2019-10-18 12.494092% 8.339763
2019-10-21 11.927591% N/A
2019-10-22 12.379167% N/A
2019-10-23 12.099263% 10.835308
2019-10-24 11.558584% N/A
2019-10-25 10.609719% N/A
2019-10-28 11.011346% 11.402490
2019-10-29 11.159664% 7.091450
2019-10-30 10.392300% 3.983943
2019-10-31 10.747575% 9.746633
2019-11-01 9.893139% 8.822093
2019-11-04 10.272905% 10.987696
2019-11-05 10.667004% 10.718626
2019-11-06 10.579522% N/A
2019-11-07 10.563663% N/A
2019-11-08 9.886716% N/A
2019-11-11 10.751016% N/A
2019-11-12 10.801812% N/A
2019-11-13 11.154270% N/A
2019-11-14 10.861981% 9.451303
2019-11-15 9.821993% 7.718156
2019-11-18 10.302950% -1.642685
2019-11-19 10.847169% -1.799493
2019-11-20 11.368539% -2.480882
2019-11-21 11.692150% -4.572080
2019-11-22 10.838981% -3.424102
2019-11-25 9.984642% -3.165523
2019-11-26 9.656848% -4.218206
2019-11-27 9.659180% 2.626977
2019-11-29 10.284044% -3.751595
2019-12-02 12.477162% -3.399795
2019-12-03 13.720158% -2.173742
2019-12-04 12.684305% -4.394277
2019-12-05 12.190745% -4.488381
2019-12-06 10.757247% -4.988115
2019-12-09 12.185714% -2.108133
2019-12-10 12.380833% 5.234682
2019-12-11 11.859112% -4.427473
2019-12-12 10.660239% 1.390703
2019-12-13 9.175413% 0.129008
2019-12-16 8.705041% 0.465513
2019-12-17 9.012315% 1.613912
2019-12-18 9.315023% -0.905738
2019-12-19 8.975675% -7.921148
2019-12-20 9.332164% 12.117599
2019-12-23 9.438344% 13.318513
2019-12-24 9.628173% N/A
2019-12-26 9.750336% N/A
2019-12-27 10.391827% N/A
2019-12-30 12.059134% 13.744864
2019-12-31 11.243058% N/A
2020-01-02 10.040366% N/A
2020-01-03 11.658719% N/A
2020-01-06 11.320017% N/A
2020-01-07 11.586174% N/A
2020-01-08 11.323912% N/A
2020-01-09 10.191322% N/A
2020-01-10 10.285188% 10.549954
2020-01-13 10.083521% N/A
2020-01-14 10.451266% N/A
2020-01-15 10.290884% N/A
2020-01-16 9.854904% N/A
2020-01-17 9.616797% N/A
2020-01-21 10.625374% 14.261728
2020-01-22 10.869217% N/A
2020-01-23 10.856514% N/A
2020-01-24 12.520908% N/A
2020-01-27 15.720259% 14.709613
2020-01-28 14.257707% N/A
2020-01-29 14.422204% 15.451918
2020-01-30 13.451414% 11.738720
2020-01-31 16.217822% N/A
2020-02-03 15.897466% 15.759039
2020-02-04 13.928669% 12.610390
2020-02-05 12.894795% N/A
2020-02-06 12.313330% 12.002241
2020-02-07 12.870940% 12.710197
2020-02-10 12.425568% 12.648649
2020-02-11 12.404040% 12.771040
2020-02-12 11.271010% N/A
2020-02-13 11.575456% 12.389565
2020-02-14 11.019650% 11.581781
2020-02-18 12.169949% 4.789318
2020-02-19 12.002427% 0.274211
2020-02-20 12.767685% 2.232387
2020-02-21 14.553987% 1.044499
2020-02-24 21.189402% 13.802860
2020-02-25 24.310222% 14.148699
2020-02-26 23.773144% 11.855819
2020-02-27 33.477718% 17.572603
2020-02-28 37.103820% 22.014035
2020-03-02 26.274020% 17.323722
2020-03-03 31.881634% 19.698769
2020-03-04 25.463621% 14.108800
2020-03-05 33.574666% 19.505976
2020-03-06 35.338366% 20.126666
2020-03-09 48.897006% 18.479694
2020-03-10 41.308049% 20.719290
2020-03-11 48.371956% 18.995980
2020-03-12 68.735933% 18.309268
2020-03-13 50.952412% 32.272152
2020-03-16 76.247628% 16.307342
2020-03-17 65.830319% 22.649557
2020-03-18 71.483546% 20.022314
2020-03-19 65.066703% 22.155389
2020-03-20 58.443335% 20.852745
2020-03-23 55.720090% 17.486870
2020-03-24 53.374884% 15.782327
2020-03-25 57.626301% 18.990808
2020-03-26 52.561406% 24.088259
2020-03-27 56.248733% 24.229338
2020-03-30 48.302300% 24.309137
2020-03-31 44.663967% 25.690529
2020-04-01 51.748198% 23.309870
2020-04-02 45.157504% 23.210347
2020-04-03 41.969807% 23.414083
2020-04-06 37.934244% 23.741478
2020-04-07 40.334558% 24.169120
2020-04-08 37.374551% 23.881535
2020-04-09 36.235559% 21.976871
2020-04-13 36.441295% 22.100673
2020-04-14 33.013405% 20.388340
2020-04-15 35.803248% 21.549707
2020-04-16 35.026015% 21.944003
2020-04-17 32.331566% 23.658571
2020-04-20 37.099673% 24.835775
2020-04-21 40.483663% 22.178259
2020-04-22 36.620079% 23.749931
2020-04-23 35.554509% 23.140086
2020-04-24 30.403948% 21.607437
2020-04-27 27.089325% 19.592631
2020-04-28 28.271828% 20.524318
2020-04-29 25.705590% 18.644871
2020-04-30 27.932621% 19.946981
2020-05-01 31.442551% 22.386929
2020-05-04 30.165333% 19.868148
2020-05-05 28.595874% 19.279363
2020-05-06 29.399814% 19.582855
2020-05-07 26.792579% 18.792890
2020-05-08 22.976440% 16.234236
2020-05-11 22.632696% 17.556360
2020-05-12 27.735364% 19.525647
2020-05-13 30.514607% 20.981403
2020-05-14 28.030143% 21.318831
2020-05-15 26.481283% 18.694253
2020-05-18 24.004089% 16.321426
2020-05-19 25.897136% 15.903120
2020-05-20 24.178115% 11.555834
2020-05-21 25.266650% 12.296448
2020-05-22 23.984749% 12.195502
2020-05-26 23.224883% 11.872902
2020-05-27 22.564527% 12.124725
2020-05-28 23.286858% 14.283049
2020-05-29 22.475937% 13.978753
2020-06-01 22.769291% 10.825256
2020-06-02 21.556767% 10.832311
2020-06-03 20.650559% 8.929359
2020-06-04 20.498889% 8.735223
2020-06-05 18.972515% 6.732101
2020-06-08 20.301214% 7.234530
2020-06-09 22.271390% 10.182261
2020-06-10 22.264984% 9.922002
2020-06-11 33.073115% 16.820682
2020-06-12 28.960859% 15.347216
2020-06-15 28.175559% 12.548296
2020-06-16 27.496664% 12.097179
2020-06-17 27.443908% 12.173959
2020-06-18 26.261407% 11.094990
2020-06-19 27.207737% 21.373141
2020-06-22 25.694366% 18.256862
2020-06-23 25.377677% 21.511817
2020-06-24 28.713331% 22.493131
2020-06-25 26.209094% 19.489762
2020-06-26 29.163127% 24.257295
2020-06-29 26.482653% 17.982147
2020-06-30 23.985380% 14.473832
2020-07-01 22.952092% 13.891823
2020-07-02 22.346009% 14.605731
2020-07-06 22.117273% 13.922749
2020-07-07 24.008670% 20.245371
2020-07-08 23.000276% 15.321682
2020-07-09 24.025605% 16.803785
2020-07-10 22.240384% 15.206009
2020-07-13 25.939109% 22.662747
2020-07-14 23.690615% 15.473921
2020-07-15 22.647835% 15.363608
2020-07-16 22.126693% 14.964129
2020-07-17 20.406439% 14.185038
2020-07-20 19.367076% 13.263805
2020-07-21 20.225320% 13.982128
2020-07-22 19.181715% 13.733711
2020-07-23 21.037171% 15.866441
2020-07-24 20.773439% 16.097448
2020-07-27 19.690858% 14.664482
2020-07-28 20.607827% 16.004214
2020-07-29 19.283143% 14.452925
2020-07-30 20.301653% 14.803957
2020-07-31 19.053696% 14.410140
2020-08-03 19.185450% 14.435697
2020-08-04 18.883398% 14.437282
2020-08-05 18.098214% 13.538506
2020-08-06 17.301980% 13.638505
2020-08-07 16.978261% 13.899686
2020-08-10 16.872101% 14.546464
2020-08-11 19.163255% 16.795231
2020-08-12 17.075492% 14.066034
2020-08-13 17.118486% 14.308565
2020-08-14 16.914256% 14.928857
2020-08-17 16.676915% 15.546955
2020-08-18 16.914007% 12.978669
2020-08-19 17.847586% 10.040205
2020-08-20 17.204214% 11.014230
2020-08-21 16.569017% 10.527147
2020-08-24 16.534890% 10.654816
2020-08-25 16.323684% 10.344684
2020-08-26 17.307135% 9.408092
2020-08-27 17.901372% 9.952430
2020-08-28 16.702077% 7.639828
2020-08-31 18.721337% 9.503663
2020-09-01 18.918324% 10.422944
2020-09-02 19.834463% 8.317075
2020-09-03 25.029752% 13.995211
2020-09-04 22.997837% 13.131452
2020-09-08 25.425406% 13.005837
2020-09-09 23.096139% 10.434745
2020-09-10 24.093278% 9.812534
2020-09-11 22.028480% 8.265621
2020-09-14 20.815119% 8.160692
2020-09-15 20.559202% 7.638612
2020-09-16 20.857606% 7.583523
2020-09-17 21.368379% 7.598915
2020-09-18 21.285263% 12.963678
2020-09-21 23.261969% 17.835033
2020-09-22 22.347364% 13.447528
2020-09-23 25.060971% 18.386046
2020-09-24 24.314260% 18.202463
2020-09-25 21.915102% 13.152213
2020-09-28 22.325628% 11.826766
2020-09-29 22.960608% 14.655410
2020-09-30 22.189838% 11.264303
2020-10-01 22.788586% 12.120332
2020-10-02 23.039805% 15.113046
2020-10-05 24.647519% 13.562888
2020-10-06 26.079717% 18.594855
2020-10-07 24.887120% 14.599959
2020-10-08 23.040940% 14.652919
2020-10-09 21.136680% 13.917059
2020-10-12 21.033361% 14.854407
2020-10-13 22.079650% 15.044493
2020-10-14 22.602711% 15.387614
2020-10-15 23.076485% 15.067071
2020-10-16 22.957865% 14.991950
2020-10-19 25.353738% 20.279449
2020-10-20 25.340060% 18.081992
2020-10-21 25.312372% 18.986545
2020-10-22 24.294892% 15.983974
2020-10-23 23.593898% 15.667338
2020-10-26 28.530847% 20.749135
2020-10-27 28.442510% 23.734408
2020-10-28 35.021752% 22.590024
2020-10-29 31.164014% 21.562277
2020-10-30 32.874866% 22.142391
2020-11-02 31.207480% 19.429309
2020-11-03 28.418136% 20.048024
2020-11-04 24.711050% 19.663208
2020-11-05 22.771735% -1.423098
2020-11-06 20.484428% 14.314921
2020-11-09 20.559321% 14.872200
2020-11-10 20.399533% 14.264461
2020-11-11 19.034315% 13.700783
2020-11-12 20.685164% 15.322679
2020-11-13 18.331363% 13.869274
2020-11-16 18.160497% 13.611687
2020-11-17 18.614278% 12.325951
2020-11-18 19.418629% 10.107968
2020-11-19 18.825632% 9.957642
2020-11-20 19.301341% 9.366106
2020-11-23 18.272375% 9.564186
2020-11-24 17.305994% 9.109301
2020-11-25 16.804419% 8.451869
2020-11-27 16.655986% 7.987053
2020-11-30 16.924804% 7.372503
2020-12-01 16.839508% 6.914578
2020-12-02 16.629143% 7.041159
2020-12-03 16.571794% 7.475538
2020-12-04 15.672996% 6.381302
2020-12-07 16.863085% 7.056591
2020-12-08 16.328845% 6.927347
2020-12-09 17.355618% 7.554822
2020-12-10 17.603196% 7.641925
2020-12-11 18.227691% 9.242979
2020-12-14 19.080403% 9.563979
2020-12-15 17.577175% 6.863017
2020-12-16 17.007954% 5.401195
2020-12-17 16.339592% 4.710138
2020-12-18 16.702594% 13.038913
2020-12-21 19.418600% 14.800067
2020-12-22 18.845245% 14.778733
2020-12-23 17.524149% 14.806688
2020-12-24 16.456362% 14.197798
2020-12-28 16.432977% 15.180044
2020-12-29 17.830728% 14.814840
2020-12-30 17.514649% 13.958306
2020-12-31 17.142565% 13.887468
2021-01-04 20.744816% 16.527521
2021-01-05 19.450413% 15.441973
2021-01-06 19.814687% 16.146044
2021-01-07 17.018210% 13.766936
2021-01-08 16.462018% 14.099398
2021-01-11 19.152946% 15.061777
2021-01-12 18.086547% 14.909632
2021-01-13 17.261502% 14.420057
2021-01-14 18.157824% 15.428750
2021-01-15 18.612980% 16.345205
2021-01-19 17.777295% 15.409584
2021-01-20 16.506216% -33.777704
2021-01-21 16.217106% 14.079285
2021-01-22 16.282568% 14.284754
2021-01-25 17.476457% 15.274666
2021-01-26 18.195640% 15.293810
2021-01-27 25.504678% 20.507246
2021-01-28 22.446219% 19.543676
2021-01-29 25.314110% 21.515978
2021-02-01 22.178391% 19.540567
2021-02-02 19.511326% 16.223208
2021-02-03 18.256714% 14.857763
2021-02-04 16.737905% 14.296656
2021-02-05 15.999453% 14.189606
2021-02-08 16.271452% 14.443081
2021-02-09 16.493726% 14.958445
2021-02-10 17.189800% 15.453675
2021-02-11 16.352920% 15.283005
2021-02-12 15.285174% 14.562827
2021-02-16 16.426130% 13.044833
2021-02-17 16.555209% 10.244287
2021-02-18 17.341196% 11.621436
2021-02-19 16.885416% 11.542201
2021-02-22 18.223917% 12.049844
2021-02-23 18.868999% 13.007165
2021-02-24 16.447454% 8.989935
2021-02-25 22.823009% 15.653580
2021-02-26 21.036988% 15.146532