SPGI implied volatility
From the closing options book · October 20, 2026 · updated after every close
SPGI's at-the-money implied volatility was 37.7% at the October 20, 2026 close. Over the past 255 sessions it ranged from 12.7% to 66.6%, putting today's level at an IV rank of 46 and IV percentile of 84.
SPGI at-the-money IV, last 60 sessions
Options were pricing more movement than SPGI actually delivered over the last 20 sessions (37.7% implied against 22.8% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use SPGI's own closing history.
These are the October 20, 2026 closing numbers. Members see SPGI's map move live all session.
Common questions
37.7% at the money at the October 20, 2026 close.
46 over the past 255 sessions (IV percentile 84).
Its IV percentile is 84: high against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.