SPY - S&P 500 SPDR ETF Options Volatility & Greeks - Barchart.com (2024)

The Volatility & Greeks View presents theoretical information based on and calculated using the Binomial Option Pricing model. This view is similar to the Stacked view, where Calls are listed first, and Puts are "stacked" underneath, but the table displays a different set of information for the options trader to help monitor and analyze your risk. "In-the-money" Calls are Puts are highlighted.

Options information is delayed 15 minutes.

Barchart allows you to view options by Expiration Date (select the expiration month/year using the drop-down menu at the top of the page).Weekly expiration dates are labeled with a (w) in the expiration date list.

You can also view options in aStackedorSide-by-Sideview. The View setting determines how Puts and Calls are listed on the page. For both views, "Near-the-Money" Calls and Puts are highlighted:

Near-the-Money - Puts: Strike Price is greater than the Last Price

Near-the-Money - Calls: Strike Price is less than the Last Price

Logged in Barchart Members can set a preference for how this page displays.

  1. Select your desired number of strikes
    • 5 Strikes +/-
    • Near-the-Money (10 Strikes +/-)
    • 20 Strikes +/-
    • 50 Strikes +/-
    • All Strikes
  2. Select the page layout (Stacked/Side-by-Side)
  3. Sort the Strike column in ascending or descending order
  4. Finally, click the "Make this my default view" link top right of the page to save your preference for the next time you visit the page.

For the selected Options Expiration date, the information listed at the top of the page includes:

  • Options Expiration: The last day on which an option may be exercised, or the date when an option contract ends. Also includes the number of days till options expiration (this number includes weekends and holidays).
  • Latest Earnings Date: The next reported earnings date, or the latest earnings date as reported by the company (if no future date has been released). Stocks whose Next Earnings Date falls within the next 7 days are highlighted in red. In addition, we indicate whether earnings are released Before Market Open (BMO), After Market Close (AMC), and in the case where no time is announced, you will see this labeled as (--).
  • Implied Volatility: The average implied volatility (IV) of the options contract that is 30-days or more out. IV is a forward looking prediction of the likelihood of price change of the underlying asset, with a higher IV signifying that the market expects significant price movement, and a lower IV signifying the market expects the underlying asset price to remain within the current trading range. IV is calculated based on the last price for today, if no last then the midpoint between the bid/ask assuming it exists for today.
  • Historic Volatility: The 30-day historic volatility for the underlying asset. Historic volatility is the standard deviation of the "price returns" over a given number of sessions, multiplied by a factor (260 days) to produce an annualized volatility level.

Fields displayed on the Volatility & Greeks View include:

  • Strike- The price at which the contract can be exercised. Strike prices are fixed in the contract. For call options, the strike price is where the security can be bought (up to the expiration date), while for put options the strike price is the price at which shares can be sold. The difference between the underlying security's current market price and the option's strike price represents the amount of profit per share gained upon the exercise or the sale of the option. This is true for options that are in the money; the maximum amount that can be lost is the premium paid.
  • Last- the last traded price for the Put or Call.
  • Theoretical Value- Theoretical Value is the hypothetical value of the option, calculated by the Binomial Option Pricing Model.
  • Implied Volatility - Implied Volatility (IV) is the estimated volatility of the underlying stock over the period of the option. IV can help traders determine if options are fairly valued, undervalued, or overvalued. It can therefore help traders make decisions about option pricing, and whether it is a good time to buy or sell options. Implied volatility is determined mathematically by using current option prices in a formula that also includes Standard Volatility (which is based on historical data). The resulting number helps traders determine whether the premium of an option is "fair" or not. It is also a measure of investors' predictions about future volatility of the underlying stock. Implied volatility is calculated using theBinomial model.
  • Delta- Delta measures the sensitivity of an option's theoretical value to a change in the price of the underlying asset. It is normally represented as a number between minus one and one, and it indicates how much the value of an option should change when the price of the underlying stock rises by one dollar.
  • Gamma- Gamma measures the rate of change in the delta for each one-point increase in the underlying asset. It is a valuable tool in helping you forecast changes in the delta of an option or an overall position. Gamma will be larger for the at-the-money options, and gets progressively lower for both the in- and out-of-the-money options. Unlike delta, gamma is always positive for both calls and puts.
  • Theta- Theta is a measure of the time decay of an option, the dollar amount that an option will lose each day due to the passage of time. For at-the-money options, theta increases as an option approaches the expiration date. For in- and out-of-the-money options, theta decreases as an option approaches expiration.
  • Vega- Vega measures the sensitivity of the price of an option to changes in volatility. A change in volatility will affect both calls and puts the same way. An increase in volatility will increase the prices of all the options on an asset, and a decrease in volatility causes all the options to decrease in value.
  • Rho- The rate at which the price of a derivative changes relative to a change in the risk-free rate of interest. Rho measures the sensitivity of an option or options portfolio to a change in interest rate. For example, if an option or options portfolio has a rho of 12.124, then for every percentage-point increase in interest rates, the value of the option increases 12.124%.
  • Volume- the total number of options traded in the current day for a contract.
  • Open Interest- Open Interest is the total number of open option contracts that have been traded but not yet liquidated via offsetting trades for that date.
  • Vol/OI - for the Strike Price: today's volume / today's open interest. A higher ratio indicates unusual activity for the option.
  • Type - the type of option (Put or Call)
SPY - S&P 500 SPDR ETF Options Volatility & Greeks - Barchart.com (2024)

FAQs

What is the rate of return for SPDR S&P 500 ETF trust? ›

SPDR S&P 500 ETF Trust Grades
Last MonthAnn'l. 1Yr
SPY Return (NAV)4.9%28.0%
SPY Return (Price)5.1%28.0%
NAV +/- Price Return-0.114%-0.038%
Large Blend Avg4.1%25.3%
3 more rows

What is the 10 year return on SPY stock? ›

Investment Metrics as of May 31, 2024
Metrics as of May 31, 2024
1M10Y
Investment Return (%)5.0612.61
Infl. Adjusted Return (%)5.059.50
US Inflation (%)0.012.83
49 more rows

What is the difference between S&P 500 and SPDR S&P 500 ETF? ›

The SPY is an ETF. This is the broad name for a kind of security that aggregates or tracks multiple stocks within an index, industry, or another grouping. SPDRs are a specific type of ETF issued by State Street Global Advisors that tracks a certain index, such as the S&P 500.

Is SPDR S&P 500 ETF Trust a good investment? ›

SPDR S&P 500 ETF carries a Zacks ETF Rank of 3 (Hold), which is based on expected asset class return, expense ratio, and momentum, among other factors. Thus, SPY is a sufficient option for those seeking exposure to the Style Box - Large Cap Blend area of the market.

How much does SPY dividend pay? ›

SPY has a dividend yield of 1.26% and paid $6.84 per share in the past year. The dividend is paid every three months and the last ex-dividend date was Jun 21, 2024.

What is the average return of the S&P 500 ETF last 10 years? ›

Average returns
PeriodAverage annualised returnTotal return
Last year26.2%26.2%
Last 5 years16.4%114.0%
Last 10 years15.3%314.1%
Last 20 years10.8%684.6%

What is the average SPY monthly return? ›

S&P 500 Monthly Total Return is at 4.96%, compared to -4.08% last month and 0.43% last year. This is higher than the long term average of 0.72%. The S&P 500 Monthly Total Return is the investment return received each month, including dividends, when holding the S&P 500 index.

Is SPY a good stock to hold? ›

Is SPY a Buy, Sell or Hold? SPY has a consensus rating of Moderate Buy which is based on 403 buy ratings, 93 hold ratings and 8 sell ratings. What is SPY's price target? The average price target for SPY is $605.38.

What is the return of the S&P 500 after 5 years? ›

S&P 500 5 Year Return (I:SP5005YR)

S&P 500 5 Year Return is at 91.77%, compared to 70.94% last month and 54.51% last year. This is higher than the long term average of 45.44%. The S&P 500 5 Year Return is the investment return received for a 5 year period, excluding dividends, when holding the S&P 500 index.

Should I buy VOO or SPY? ›

Vanguard S&P offers a lower expense ratio (0.035%) than SPY (0.095%), which means lower costs for investors and potentially higher net returns over the long term. VOO might be the more economical choice for cost-conscious investors, especially those investing large sums or planning for long-term goals like retirement.

What is the safest ETF? ›

Key Data Points. When it comes to safe investments, the iShares 0-3 Month Treasury Bond ETF is the next safest thing to simply holding cash in your portfolio. The index fund invests in a portfolio of Treasury securities with maturity dates of three months or less.

What is the best S&P 500 ETF to buy? ›

What's the best S&P 500 ETF?
ETFTickerAnnualized 5-year return
iShares Core S&P 500 ETFIVV13.16%
Vanguard S&P 500 ETFVOO13.15%
SPDR S&P 500 ETF TrustSPY13.04%
May 31, 2024

Is now a good time to invest in the S&P 500? ›

The market is surging, but is now really the best time to buy? The S&P 500 (^GSPC 0.12%) has been booming over the past year and a half, currently up by nearly 50% from its low in late 2022. The index has also reached two dozen all-time highs throughout 2024, its most recent in late May.

Is it safe to invest in SPY? ›

Bottom line. The SPY ETF is a cost-effective investment option for investors looking to gain exposure to about 500 large US companies. However, it is also subject to the same risks as any other investment in the stock market, including market volatility, and economic and geopolitical risks.

Is Vanguard or SPDR better? ›

When it comes to choosing between Vanguard and State Street SPDR for passive sector exposure, you really can't go wrong with either. Both offer low-cost options, but your selection should be based on your specific investment objectives. For buy-and-hold investors, Vanguard's sector ETFs may be the preferable choice.

What is the interest on SPDR S&P 500 ETF? ›

Fund Performance
As Of1 Month
Benchmark S&P 500 IndexMay 31 20244.96%
Fund After Tax
Return after Taxes on DistributionsMay 31 20244.94%
Return after Taxes on Distributions and Sale of Fund SharesMay 31 20242.93%
4 more rows

What is the yield of SPDR S&P 500? ›

Historical dividend payout and yield for SPDR S&P 500 ETF (SPY) since 1995. The current TTM dividend payout for SPDR S&P 500 ETF (SPY) as of June 21, 2024 is $5.08. The current dividend yield for SPDR S&P 500 ETF as of June 21, 2024 is 0.93%.

What is the monthly return of the S&P 500 ETF? ›

S&P 500 Monthly Return is at 4.80%, compared to -4.16% last month and 0.25% last year. This is higher than the long term average of 0.56%.

What is the 10 year total return on the S&P 500? ›

Basic Info. S&P 500 10 Year Return is at 174.4%, compared to 167.3% last month and 156.3% last year.

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