Terminal
Snapshot · Fri Nov 6 close
SPY735.29+2.29 (+0.31%)
Open734.82
High742.21
Low734.58
Volume59.1M
IV 30d23.73%
IV rank76.4
IV pctl92.1
Net GEX · 4 exp−$1.09B
Zero γ est.—

Expected move

±1σ from 23.73% 30-day IV · 68.27% normal coverage
1 day
±10.99
724.30 – 746.28
±1.49%
1 week
±24.58
710.71 – 759.87
±3.34%
1 month
±50.37
684.92 – 785.66
±6.85%
IV index24.48%
IV index 15d26.82%
5d change+4.80%
IV rank76.4
IV percentile92.1

Term structure

24 expirations · Nov 9 to Apr 16
25%
Nov 9Nov 12Nov 17Nov 20Dec 4Dec 24Jan 29Mar 19

Implied volatility

Daily candle IV · 69 sessions · Aug 3 to Nov 6
15%20%25%
740760780
Aug 3Sep 1Oct 1Nov 2
— IV— Close