SPY Options History — December 2025

In December 2025, SPY traded between $672.53 and $690.43. ATM implied volatility averaged 12.7%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.2% (HV 20d: 11.5%). Max pain ranged from $650.00 to $670.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.01.

Notable Days

  • 2025-12-18: Highest Volume — 13,070,025 contracts
  • 2025-12-08: Largest IV spike — 9.4% change
  • 2025-12-01: Highest IV Rank — 11.9%
  • 2025-12-01: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$683.84$672.53$690.43$680.73$683.35
Max Pain$657.32$650.00$670.00$659.00$670.00
ATM IV12.7%10.9%14.3%14.0%12.6%
Expected Move3.7%3.0%4.3%4.3%3.4%
HV 20d11.5%8.1%15.0%15.0%8.5%
HV 60d12.1%11.8%12.3%11.9%12.3%
IV Rank6.5%0.0%11.9%11.9%4.8%
IV Percentile21.4%0.0%51.2%46.0%17.1%
Term Structure0.3%-0.1%1.0%0.1%0.3%
VWIV14.6%11.2%18.4%18.4%13.1%
Skew 25d4.2%3.3%4.9%4.8%3.8%
Skew 10d9.7%7.2%12.4%10.0%8.8%
Call IV 25d10.9%9.4%12.3%12.1%10.7%
Put IV 25d15.2%12.7%17.3%16.9%14.5%
Bid-Ask Spread %2.211.852.741.982.30
Gamma HHI0.040.020.120.020.04
Net GEX4.75B-9.75B27.17B-2.00B-6.88B
Net DEX-62.46B-98.06B-5.48B-63.80B-25.78B
Net VEX-765.4M-812.9M-732.7M-812.9M-753.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.781.511.010.97
Total Volume8,723,459.5914,851,37013,070,0259,022,4627,190,439
Total OI16,103,609.18213,964,13317,747,09016,500,40814,895,589

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$680.73$659.0014.0%4.3%15.0%11.9%18.4%4.8%0.1%-2.00B-63.80B-812.9M1.011.98N/AN/A4,495,7344,526,7285,154,93311,345,475
2025-12-02$682.52$660.0013.6%4.2%15.0%10.8%16.2%4.5%0.1%5.40B-74.33B-808.1M0.872.12N/AN/A5,282,0904,574,6815,262,85011,546,698
2025-12-03$684.50$660.0013.3%4.0%14.6%10.0%15.8%4.4%0.4%8.38B-84.27B-792.0M1.072.33N/AN/A3,989,9824,267,8725,314,77811,597,581
2025-12-04$682.80$650.0013.3%3.9%14.5%9.8%14.3%4.2%0.4%2.99B-70.94B-794.7M0.881.96N/AN/A4,858,0994,298,2905,388,69111,669,037
2025-12-05$685.61$650.0012.7%3.9%13.8%8.1%16.0%4.0%0.5%11.56B-86.20B-801.2M1.032.06N/AN/A4,742,6714,897,2565,447,45811,831,274
2025-12-08$682.64$650.0013.8%4.0%13.9%11.4%15.9%4.7%0.1%-2.72B-60.15B-776.2M0.782.07N/AN/A4,984,6393,877,2965,286,98510,939,608
2025-12-09$683.39$650.0013.8%4.0%12.4%11.4%15.3%4.6%0.1%2.70B-68.05B-777.3M1.032.32N/AN/A3,724,5403,819,8625,433,27810,949,862
2025-12-10$688.52$650.0012.7%3.8%12.6%8.3%15.6%4.3%0.5%9.53B-98.06B-756.2M1.192.05N/AN/A3,434,2944,096,9495,464,49110,995,333
2025-12-11$688.34$653.0012.2%3.6%12.6%5.9%15.0%4.1%0.6%7.65B-94.86B-752.9M1.061.98N/AN/A4,260,3094,520,3775,550,56111,232,205
2025-12-12$681.27$655.0012.8%3.8%11.7%7.6%15.5%4.8%0.5%-6.40B-47.66B-760.3M0.862.10N/AN/A5,845,7585,003,8675,627,53311,370,141
2025-12-15$680.88$655.0013.2%3.8%11.7%8.7%15.0%4.9%-0.0%-998.3M-51.32B-751.4M1.101.86N/AN/A4,686,5705,164,0335,709,85910,120,089
2025-12-16$679.80$655.0013.1%3.8%10.8%7.9%15.2%4.7%0.0%-3.24B-46.49B-747.7M1.011.99N/AN/A5,404,2125,468,7395,803,43110,831,715
2025-12-17$672.53$655.0014.3%4.1%11.4%11.2%15.8%4.9%-0.1%-9.75B-5.48B-777.0M0.822.02N/AN/A5,736,1244,678,7456,068,53511,049,557
2025-12-18$678.38$655.0013.2%3.8%11.8%6.3%14.9%4.6%0.0%5.43B-55.51B-768.2M0.971.85N/AN/A6,641,2176,428,8086,484,92611,262,164
2025-12-19$679.98$660.0012.3%3.5%10.3%3.3%14.5%4.2%0.1%14.53B-38.80B-758.4M1.512.45N/AN/A3,532,6305,323,2195,919,64311,635,265
2025-12-22$684.80$660.0011.3%3.2%10.0%0.4%14.2%3.9%0.7%12.57B-61.80B-740.3M1.162.44N/AN/A3,752,2014,341,7925,057,6278,906,506
2025-12-23$687.91$660.0011.0%3.1%9.0%0.0%12.2%3.8%0.8%21.93B-76.63B-744.5M1.232.26N/AN/A3,401,2264,193,5275,178,9489,093,197
2025-12-24$690.43$660.0010.9%3.1%8.7%0.0%12.4%3.5%0.9%27.17B-87.45B-749.9M0.812.74N/AN/A2,674,6522,176,7185,231,3749,450,943
2025-12-26$690.38$663.0011.2%3.0%8.1%0.7%11.9%3.3%1.0%12.73B-76.56B-732.7M0.902.65N/AN/A3,817,6593,445,3105,210,5069,527,358
2025-12-29$688.04$665.0011.8%3.1%8.3%2.4%12.4%3.7%0.4%-2.33B-50.42B-740.7M1.042.43N/AN/A3,691,5203,850,8515,184,7489,519,825
2025-12-30$687.59$666.0011.9%3.1%8.2%2.7%11.2%3.5%0.3%-3.78B-49.61B-743.5M0.912.63N/AN/A3,571,9623,242,6635,163,6189,565,207
2025-12-31$683.35$670.0012.6%3.4%8.5%4.8%13.1%3.8%0.3%-6.88B-25.78B-753.8M0.972.30N/AN/A3,643,3563,547,0835,218,6369,676,953