SPY implied volatility

SPY implied volatility: the term structure across expirations and the front expiry's smile by strike.

• SPY options traded $487.49M in premium on 2026-11-02: $253.41M in calls and $234.08M in puts, a net bullish lean of $42.30M.
• Put/call ratio 0.92.
• Options price a move of about ±$6.06 by 2026-11-02.
• Max pain for 2026-11-02 is $765.0.

Updated 2026-11-02 17:53 UTC