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SPDN ETF Historical Volatility

10-day Volatility

17.87%
+1.39%+8.43%

20 December 2024

1-month Volatility

13.63%
+1.07%+8.52%

20 December 2024

3-month Volatility

12.48%
+0.26%+2.13%

20 December 2024

1-year Volatility

12.79%
-0.24%-1.84%

20 December 2024

SPDN Volatility Chart

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SPDN Volatility Performance

PeriodPeriod10-day volatility10-day volatility1-month volatility1-month volatility3-month volatility3-month volatility1-year volatility1-year volatility
todaytoday+8.4%+8.5%+2.1%-1.8%
1 m1 month+100.6%+1.3%-1.0%+0.9%
3 m3 months+77.8%-3.3%-22.1%-1.5%
6 m6 months+187.3%+65.2%+14.8%+9.9%
ytdytd+11.9%+7.7%-3.0%-4.0%
1 y1 year+10.5%+13.0%-5.7%-5.2%
5 y5 years+229.1%+76.5%+31.5%-7.2%

SPDN Volatility High & Low

PeriodPeriodHighHighCurrent vs highvs highLowLowCurrent vs lowvs low
1 m1 month17.87%at high4.23%-76.3%
3 m3 months18.17%-1.7%4.23%-76.3%
6 m6 months26.87%-33.5%4.23%-76.3%
1 y1 year26.87%-33.5%4.23%-76.3%
3 y3 years39.61%-54.9%4.23%-76.3%
5 y5 years118.42%-84.9%4.23%-76.3%
alltimeall time118.42%-84.9%2.06%-88.5%

SPDN Volatility History

DateValue
2024
17.87%(+11.9%)
2023
15.97%(-13.3%)
2022
18.41%(+17.0%)
2021
15.74%(+136.3%)
DateValue
2020
6.66%(+22.7%)
2019
5.43%(-85.2%)
2018
36.70%(+523.1%)
2017
5.89%(+11.8%)
2016
5.27%

FAQ

  • What is Direxion Daily S&P 500 Bear 1X Shares 10-day historical volatility?
  • What is the all time high 10-day volatility for Direxion Daily S&P 500 Bear 1X Shares?
  • What is SPDN 10-day historical volatility year-to-date change?
  • What is Direxion Daily S&P 500 Bear 1X Shares 10-day volatility year-on-year change?

What is Direxion Daily S&P 500 Bear 1X Shares 10-day historical volatility?

The current 10-day volatility of SPDN is 17.87%

What is the all time high 10-day volatility for Direxion Daily S&P 500 Bear 1X Shares?

Direxion Daily S&P 500 Bear 1X Shares all-time high 10-day historical volatility is 118.42%

What is SPDN 10-day historical volatility year-to-date change?

Direxion Daily S&P 500 Bear 1X Shares 10-day historical volatility has changed by +1.90% (+11.90%) since the beginning of the year

What is Direxion Daily S&P 500 Bear 1X Shares 10-day volatility year-on-year change?

Over the past year, SPDN 10-day historical volatility has changed by +1.70% (+10.51%)