What is the current FITE ATM implied volatility?

As of May 15, 2026, State Street SPDR S&P Kensho Future Security ETF (FITE) at-the-money implied volatility is 28.2%. IV rank is 37.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.

Is FITE IV high or low historically?

IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.

What does FITE volatility skew tell options traders?

Volatility skew is the pattern by which IV varies across strikes for a given expiration. State Street SPDR S&P Kensho Future Security ETF skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.

State Street SPDR S&P Kensho Future Security ETF (FITE) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

State Street SPDR S&P Kensho Future Security ETF (FITE) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $121.0M, listed on AMEX, carrying a beta of 1.09 to the broader market. The State Street SPDR S&P Kensho Future Security ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Kensho Future Security Index (the "Index")Seeks to track an index that is designed to capture companies whose products and services are driving innovation behind future security, which includes the areas of cyber security, advanced border security, and the following areas for military application: robotics, drones and drone technologies, space technology, wearable technologies and virtual or augmented reality activitiesMay provide an effective way to invest in a portfolio of companies involved in the future of warfare and a nation's security public since 2017-12-27.

Snapshot as of May 15, 2026.

Spot Price: $100.99
ATM IV: 28.2%
IV Skew 25Δ: 0.001
IV Rank: 37.0%
IV Percentile: 78.6%
Term Structure Slope: 0.000

As of May 15, 2026, State Street SPDR S&P Kensho Future Security ETF (FITE) at-the-money implied volatility is 28.2%. IV rank is 37.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 78.6%. The 25-delta skew is +0.001: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

FITE Strategy Selection at Current Volatility Levels

For State Street SPDR S&P Kensho Future Security ETF options at 28.2% ATM IV, mid-range IV rank (37.0%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.

Learn how volatility skew is reported and how to read the data →

Frequently asked FITE volatility skew questions

What is the current FITE ATM implied volatility?: As of May 15, 2026, State Street SPDR S&P Kensho Future Security ETF (FITE) at-the-money implied volatility is 28.2%. IV rank is 37.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
Is FITE IV high or low historically?: IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
What does FITE volatility skew tell options traders?: Volatility skew is the pattern by which IV varies across strikes for a given expiration. State Street SPDR S&P Kensho Future Security ETF skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.