S&P 500 ETF (SPY)
SPYUpdated 01:57:26 UTC · refreshes every 60s
Implied Opening Price
764.07▲
+0.11+0.01%
1σ 754.91 – 773.23VIX 19.0%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value | Source |
|---|---|---|
| Futures Price (F) | 764.10 | |
| Spot Price (S) | 763.96 | SPY |
| Risk-Free Rate (r) | 4.14% | US Treasury 3-month bill |
| Dividend Yield (q) | 0.73% | Yahoo Finance ETF |
| Time to Expiry (t) | 0.5d | Oct 23, 2026 |
About this instrument
S&P 500 ETF (SPY) (SPY) uses regular and extended-hours stock quotes. Pre-market and after-hours prices show trading outside the regular session, compared with the relevant closing price.
Extended-hours quotes can differ from the next opening price, especially when trading is thin. These stock prices are observed quotes, not futures-derived estimates. See the methodology for data sources and limitations.
This is not financial advice.← Back
