What is the current KOMP ATM implied volatility?

As of May 15, 2026, State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) at-the-money implied volatility is 26.7%. IV rank is 5.6% 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 KOMP IV high or low historically?

IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).

What does KOMP 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 New Economies Composite ETF shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. 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 New Economies Composite ETF (KOMP) 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 New Economies Composite ETF (KOMP) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.66B, listed on AMEX, carrying a beta of 1.58 to the broader market. The State Street SPDR S&P Kensho New Economies Composite ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Kensho New Economies Composite Index (the "Index")Seeks to track an index utilizing artificial intelligence and a quantitative weighting methodology to pursue the potential of a new economy fueled by innovative companies disrupting traditional industries by leveraging advancements in exponential processing power, artificial intelligence, robotics, and automationMay provide an effective way to pursue long-term growth potential by targeting companies within the sectors driving innovation within the new economy public since 2018-10-23.

Snapshot as of May 15, 2026.

Spot Price: $68.13
ATM IV: 26.7%
IV Skew 25Δ: 0.057
IV Rank: 5.6%
IV Percentile: 25.8%
Term Structure Slope: -0.010

As of May 15, 2026, State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) at-the-money implied volatility is 26.7%. IV rank is 5.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 25.8%. The 25-delta skew is +0.057: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

KOMP Strategy Selection at Current Volatility Levels

For State Street SPDR S&P Kensho New Economies Composite ETF options at 26.7% ATM IV, low IV rank (5.6%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. 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 KOMP volatility skew questions

What is the current KOMP ATM implied volatility?: As of May 15, 2026, State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) at-the-money implied volatility is 26.7%. IV rank is 5.6% 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 KOMP IV high or low historically?: IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
What does KOMP 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 New Economies Composite ETF shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. 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.