Implied Volatility (Calls) (180-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

SPDR S&P 500 ETF (SPY) had 180-Day Implied Volatility (Calls) of 0.2008 for 2021-11-30.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2021-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1111
Historical Volatility (Parkinson)	0.0870
Implied Volatility (Calls)	0.2008
Implied Volatility (Puts)	0.2198
Implied Volatility (Mean)	0.2103
Put-Call Implied Volatility Ratio	1.0946
Implied Volatility Skew	0.0996
Option Statistics
Put-Call Ratio (Volume)	1.6972
Put-Call Ratio (Open Interest)	2.5382
Forward Price	455.32
Call Breakeven Price	498.81
Put Breakeven Price	361.54
Option Breakeven Price	400.21

Data from Quantcha