10-day Volatility
13.99
-5.35-27.66%
03 January 2025
1-month Volatility
15.99
+1.77+12.45%
03 January 2025
3-month Volatility
12.77
+0.22+1.75%
03 January 2025
1-year Volatility
12.86
+0.06+0.47%
03 January 2025
Summary:
S&P 500 index 10-day historical volatility is 13.99, with the most recent change of -5.35 (-27.66%) on 03 January 2025.SPX Volatility Chart
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SPX Volatility Performance
PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
---|---|---|---|---|
todaytoday | -27.7% | +12.4% | +1.8% | +0.5% |
1 m1 month | +168.5% | +108.8% | +19.4% | +3.8% |
3 m3 months | +79.8% | +67.3% | -20.5% | +1.7% |
6 m6 months | +22.2% | +76.9% | +18.0% | +13.7% |
ytdytd | -27.7% | +12.1% | +1.8% | +0.4% |
1 y1 year | +68.0% | +57.4% | +7.6% | -0.1% |
5 y5 years | +82.4% | +132.1% | +59.8% | +9.1% |
SPX Volatility High & Low
PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
---|---|---|---|---|---|
1 m | 1 month | 19.63 | -28.7% | 4.76 | -66.0% |
3 m | 3 months | 19.63 | -28.7% | 4.64 | -66.8% |
6 m | 6 months | 27.38 | -48.9% | 4.64 | -66.8% |
1 y | 1 year | 27.38 | -48.9% | 4.64 | -66.8% |
3 y | 3 years | 39.24 | -64.3% | 4.50 | -67.8% |
5 y | 5 years | 118.78 | -88.2% | 4.50 | -67.8% |
alltime | all time | 134.51 | -89.6% | 2.30 | -83.6% |
S&P 500 Volatility History
Date | Value |
---|---|
2025 | 13.99(-27.7%) |
2024 | 19.34(+83.7%) |
2023 | 10.53(-40.7%) |
2022 | 17.75(+14.4%) |
2021 | 15.52(+118.6%) |
2020 | 7.10(+35.2%) |
2019 | 5.25(-85.3%) |
2018 | 35.77(+450.3%) |
2017 | 6.50(+13.2%) |
2016 | 5.74(-66.9%) |
2015 | 17.35(+4.5%) |
2014 | 16.60(+91.9%) |
2013 | 8.65(-44.8%) |
2012 | 15.68(-19.6%) |
2011 | 19.51(+436.0%) |
2010 | 3.64(-66.8%) |
2009 | 10.97(-51.7%) |
2008 | 22.72(+43.9%) |
2007 | 15.79(+144.8%) |
2006 | 6.45(-3.7%) |
2005 | 6.70(-13.8%) |
2004 | 7.77(+0.3%) |
2003 | 7.75(-43.6%) |
2002 | 13.73(+25.4%) |
2001 | 10.95(-59.4%) |
2000 | 26.97(+208.9%) |
Date | Value |
---|---|
1999 | 8.73(-41.6%) |
1998 | 14.95(-18.7%) |
1997 | 18.38(+21.1%) |
1996 | 15.18(+29.2%) |
1995 | 11.75(+81.6%) |
1994 | 6.47(+0.9%) |
1993 | 6.41(-33.3%) |
1992 | 9.61(-38.1%) |
1991 | 15.52(+70.9%) |
1990 | 9.08(-28.2%) |
1989 | 12.64(+39.8%) |
1988 | 9.04(-62.9%) |
1987 | 24.35(+130.2%) |
1986 | 10.58(+2.7%) |
1985 | 10.30(-35.6%) |
1984 | 16.00(+119.8%) |
1983 | 7.28(-56.3%) |
1982 | 16.66(+117.8%) |
1981 | 7.65(-42.1%) |
1980 | 13.22(+110.2%) |
1979 | 6.29(-63.9%) |
1978 | 17.41(+114.7%) |
1977 | 8.11(-11.9%) |
1976 | 9.21(-4.0%) |
1975 | 9.59(-48.9%) |
1974 | 18.76 |
FAQ
- What is S&P 500 10-day historical volatility?
- What is the all time high 10-day volatility for S&P 500?
- What is SPX 10-day historical volatility year-to-date change?
- What is S&P 500 10-day volatility year-on-year change?
What is S&P 500 10-day historical volatility?
The current 10-day volatility of SPX is 13.99
What is the all time high 10-day volatility for S&P 500?
S&P 500 all-time high 10-day historical volatility is 134.51
What is SPX 10-day historical volatility year-to-date change?
S&P 500 10-day historical volatility has changed by -5.35 (-27.66%) since the beginning of the year
What is S&P 500 10-day volatility year-on-year change?
Over the past year, SPX 10-day historical volatility has changed by +5.66 (+67.95%)