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S&P 500 (SPX500) Index Volatility Data



S&P 500 D W M Y
Points 20808 20808 20808 20808
Percent 95.31% 95.31% 95.31% 95.31%


S&P 500 Volatility by Hour



S&P 500 Volatility by Day

This chart provides data on average S&P 500 volatility by day during the last year.

The most volatile day is Monday (419 points or 1.18%).

The least volatile day is Wednesday (367 points or 1.06%).



S&P 500 Volatility by Month

This chart provides data on average S&P 500 volatility by month during the last 5 years.

The most volatile month is March (2033 points or 9.04%).

The least volatile month is July (1026 points or 4.96%).





Most Volatility Days, Months, Years

Date Open Close Open Close Change %
12.03.2020 2743.4500 2451.9800 2773.5600 2447.6600 13.31%
16.03.2020 2698.9400 2431.0600 2698.9400 2383.7000 13.22%
13.03.2020 2451.6800 2698.9400 2706.0700 2398.5900 12.82%
24.03.2020 2228.0700 2451.1800 2454.9300 2228.0700 10.18%
18.03.2020 2487.4100 2399.3800 2496.7500 2277.3000 9.64%
Date Open Close Open Close Change %
01.10.1987 321.8300 251.7900 328.9400 216.4600 51.96%
01.03.2020 2971.2100 2583.7900 3115.1800 2183.0500 42.70%
01.10.2008 1164.1700 968.7500 1167.0300 839.8000 38.97%
01.11.2008 968.6700 896.2400 1007.5100 741.0200 35.96%
01.07.2002 989.8200 911.6200 994.4600 775.6800 28.20%
Date Open Close Open Close Change %
01.01.2008 1467.9700 903.2500 1471.7700 741.0200 98.61%
01.01.2009 902.9900 1115.1000 1130.3800 666.7900 69.53%
01.01.2020 3219.4600 3608.5000 3657.0300 2183.0500 67.52%
01.01.1974 97.5500 68.5600 101.0500 60.9600 65.76%
01.01.1987 242.1700 247.0800 337.8900 216.4600 56.10%