XSP Implied Volatility
XSP $767.68 · Updated Oct 26, 4:00 PM ET
XSP at-the-money implied volatility is 11.9% for Oct 27, 2026 (1 day out). For Nov 25, 2026 it is 14.2%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 27, 2026 | 1 | 768 | 11.9% |
| Oct 28, 2026 | 2 | 768 | 14.6% |
| Oct 29, 2026 | 3 | 768 | 16.0% |
| Oct 30, 2026 | 4 | 768 | 16.5% |
| Nov 2, 2026 | 7 | 768 | 13.7% |
| Nov 3, 2026 | 8 | 768 | 14.0% |
| Nov 4, 2026 | 9 | 768 | 14.8% |
| Nov 5, 2026 | 10 | 768 | 14.8% |
| Nov 6, 2026 | 11 | 768 | 15.1% |
| Nov 9, 2026 | 14 | 768 | 14.1% |
| Nov 10, 2026 | 15 | 768 | 14.4% |
| Nov 11, 2026 | 16 | 768 | 14.5% |
SKEW, OCT 27, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 760 | 14.8% | 14.1% |
| 761 | 14.3% | 13.9% |
| 762 | 14.0% | 13.4% |
| 763 | 13.7% | 13.2% |
| 764 | 13.2% | 12.9% |
| 765 | 13.0% | 12.7% |
| 766 | 12.6% | 12.5% |
| 767 | 12.4% | 11.9% |
| 768 | 12.0% | 11.7% |
| 769 | 11.7% | 11.6% |
| 770 | 11.3% | 11.1% |
| 771 | 11.2% | 10.9% |
| 772 | 11.0% | 10.7% |
| 773 | 11.0% | 10.4% |
| 774 | 11.1% | 10.1% |
| 775 | 11.1% | 9.7% |
| 776 | 11.5% | 8.6% |
How this is calculated: Implied Volatility methodology