SJNK · IV Rank History

State Street SPDR Bloomberg Short Term High Yield Bond ETF · ETF

IV rank shows where SJNK's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

SJNK's 30-day at-the-money implied volatility was 10.6% as of Oct 21, 2026. Its 52-week IV rank is 12 and its IV percentile is 8%: IV was lower on 8% of the past year's sessions. Over those 52 weeks it ranged from 6.5% (Jan 14, 2026) to 41.3% (Sep 23, 2026). On the 90-session window our screeners use, the IV rank is 8.

SJNK IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

SJNK IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
12
0 = year low, 100 = year high
IV Percentile
8%
of past-year sessions had lower IV
90-Session IV Rank
8
used by our screeners
30-Day ATM IV
10.6%
1-year average 17.4%
52-Week IV High
41.3%
2026-09-23
52-Week IV Low
6.5%
2026-01-14
History Since
2023-05-02
844 sessions

How these are measured. Implied volatility here is SJNK's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means SJNK options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

SJNK implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 11.9% 17.3% 8.6% 12
Sep 2026 15.6% 41.3% 8.0% 29
Aug 2026 18.6% 25.5% 13.0% 46
Jul 2026 16.6% 22.5% 13.8% 31
Jun 2026 18.0% 27.1% 9.8% 36
May 2026 20.5% 22.9% 18.7% 56
Apr 2026 19.4% 31.4% 15.7% 53
Mar 2026 21.9% 27.9% 16.2% 68
Feb 2026 15.5% 21.1% 11.6% 40
Jan 2026 18.4% 25.1% 6.5% 51
Dec 2025 15.9% 29.1% 11.4% 40
Nov 2025 14.7% 20.1% 10.0% 32
Oct 2025 17.8% 24.6% 7.9% 45
Sep 2025 16.0% 20.3% 13.1% 32
Aug 2025 18.3% 28.4% 9.9% 37
Jul 2025 18.2% 30.4% 7.5% 35
Jun 2025 16.9% 27.6% 13.5% 26
May 2025 20.1% 36.9% 10.9% 30
Apr 2025 19.3% 28.9% 8.7% 29
Mar 2025 19.0% 36.9% 10.4% 27
Feb 2025 20.0% 28.6% 10.9% 23
Jan 2025 25.5% 47.5% 9.2% 33
Dec 2024 20.4% 36.4% 7.8% 25
Nov 2024 26.0% 43.8% 14.4% 35
Oct 2024 23.9% 61.2% 8.1% 39
Sep 2024 19.0% 38.5% 8.4% 44
Aug 2024 15.9% 39.5% 7.1% 38
Jul 2024 21.9% 35.6% 13.6% 70
Jun 2024 16.0% 22.2% 12.2% 62
May 2024 9.1% 17.6% 3.2% 28
Apr 2024 8.3% 19.9% 5.4% 17
Mar 2024 10.4% 23.8% 6.8% 29
Feb 2024 8.3% 14.2% 6.2% 18
Jan 2024 8.3% 18.4% 5.1% 18
Dec 2023 7.8% 23.1% 5.1% 25
Nov 2023 8.4% 13.8% 5.1% 49
Oct 2023 8.9% 14.4% 6.8% 54
Sep 2023 8.1% 11.2% 5.4% 47
Aug 2023 7.6% 11.5% 4.7% 42
Jul 2023 6.0% 11.5% 2.6% 28
Jun 2023 8.3% 14.4% 3.6% 39
May 2023 9.7% 13.0% 6.6% 77

SJNK IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 8 10.6% —
2026-10-20 4 9.5% —
2026-10-19 5 9.7% —
2026-10-16 3 8.9% —
2026-10-15 3 9.1% —
2026-10-14 2 8.6% 45.3%
2026-10-13 5 9.7% 41.7%
2026-10-12 5 9.8% 25.0%
2026-10-09 11 11.7% 27.2%
2026-10-08 28 17.3% 47.8%
2026-10-07 21 15.1% 18.1%
2026-10-06 21 15.0% 19.1%
2026-10-05 12 12.1% 17.6%
2026-10-02 24 16.1% 22.0%
2026-10-01 23 15.5% 16.9%
2026-09-30 27 16.9% 25.4%
2026-09-29 31 18.2% 23.5%
2026-09-28 18 13.9% 14.0%
2026-09-25 19 14.2% 18.6%
2026-09-24 5 9.8% —
2026-09-23 100 41.3% —
2026-09-22 100 30.3% —
2026-09-21 11 10.2% —
2026-09-18 31 14.0% —
2026-09-17 3 8.5% —
2026-09-16 2 8.3% 52.8%
2026-09-15 35 14.7% 45.1%
2026-09-14 0 8.0% 92.9%
2026-09-11 35 15.8% 22.9%
2026-09-10 28 14.6% 21.4%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.