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Historical Volatility
S&P 500 Historical Volatility
Historical volatility data is no longer available on this page. Historical volatility data is available in our End-of-Day product in CME Datamine
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003 | 20.7 | 17.5 | 25.1 | 18.0 | 14.7 | 16.6 | 15.5 | 11.8 | 14.3 | 11.2 | 10.2 | 9.0 | 15.4 |
| 2004 | 10.3 | 8.0 | 15.8 | 12.5 | 11.5 | 9.8 | 10.9 | 12.3 | 8.7 | 12.6 | 9.4 | 8.8 | 10.9 |
| 2005 | 9.4 | 10.7 | 10.1 | 15.1 | 9.3 | 8.7 | 8.3 | 9.3 | 7.6 | 15.7 | 7.2 | 7.4 | 9.9 |
| 2006 | 10.5 | 9.2 | 7.7 | 8.7 | 14.2 | 14.7 | 13.1 | 6.6 | 8.0 | 5.9 | 8.8 | 6.6 | 9.5 |
| 2007 | 7.7 | 16.4 | 13.9 | 7.4 | 7.9 | 15.1 | 17.5 | 22.6 | 14.6 | 14.3 | 26.5 | 18.7 | 15.2 |
| 2008 | 23.9 | 18.2 | 29.3 | 13.5 | 13.8 | 19.7 | 22.9 | 19.9 | 50.1 | 89.3 | 73.1 | 34.0 | 34.0 |
| 2009 | 37.1 | 34.5 | 45.7 | 29.6 | 26.1 | 17.7 | 20.5 | 16.9 | 13.0 | 19.9 | 15.3 | 10.2 | 23.9 |
| 2010 | 14.7 | 16.1 | 7.1 | 15.1 | 33.0 | 25.7 | 20.4 | 16.8 | 12.5 | 9.4 | 16.0 | 6.8 | 16.1 |
| 2011 | 11.1 | 11.1 | 15.7 | 10.1 | 11.5 | 15.3 | 15.4 | -- | -- | -- | -- | -- | 12.9 |
| Mean | 16.2 | 5.7 | 18.9 | 14.4 | 15.8 | 15.9 | 16.1 | 14.5 | 16.1 | 22.3 | 20.8 | 12.7 |
-- |
| High | 37.1 | 34.5 | 45.7 | 29.6 | 33.0 | 19.7 | 22.9 | 22.6 | 50.1 | 89.3 | 73.1 | 34.0 | -- |
| Low | 7.7 | 8.0 | 7.7 | 7.4 | 7.9 | 8.7 | 8.3 | 6.6 | 7.6 | 5.9 | 7.2 | 6.6 | -- |
