US S&P 500 Volatility 6M
US S&P 500 Volatility 6M belongs to the Implied volatility from options table (Value · Daily), in %. This United States macroeconomic series is updated regularly and provided free on MacroDataHub, with an interactive chart. The complete series with an interactive chart, free to download.
This indicator in the Implied volatility from options table
| Indicator | 30-09-2026 | 23-09-2026 | 16-09-2026 | 09-09-2026 | 02-09-2026 | 26-08-2026 | 19-08-2026 | 12-08-2026 | 05-08-2026 | 29-07-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| S&P 500 Index, 6-month horizon4 | |||||||||||
| Implied standard deviation | 11.2 | 11.18 | 11.58 | 11.52 | 11.29 | 11.77 | 12.02 | 12.06 | 11.42 | 12.55 | |
| 10th percentile (adverse scenario) | -11.9 | -11.95 | -12.27 | -12.44 | -12.07 | -12.83 | -13.09 | -13.21 | -12.34 | -13.86 |
Understanding US S&P 500 Volatility 6M
US S&P 500 Volatility 6M measures the annualized expected price variance of the benchmark large-cap stock index over a six-month horizon, derived directly from market-priced options. The scope includes expected market fluctuations driven by medium-term corporate earnings cycles and anticipated macroeconomic policy adjustments, while excluding short-term intraday noise and longer-term multi-year structural trends. This specific duration differs from shorter weekly or longer annual measures by isolating the exact medium-term risk window typically prioritized by institutional portfolio managers.
This series updates continuously as options trade throughout the session, remaining free from retrospective statistical revisions that plague backward-looking macroeconomic indicators. Seasonality is largely absent, though predictable calendar events like earnings seasons can influence baseline levels. Analysts evaluate this gauge by comparing current implied values against historical distributions rather than tracking month-on-month percentage changes, ensuring an accurate read on prevailing market uncertainty.