I'm attempting to calculate the historical volatility of SPY. When I annualize the volatility and chart the results, I'd expect the values to somewhat follow the range that VIX trades (ie, 10 - 80), but the numbers are completely off. I understand implied vol  (VIX) is generally higher than realized vol (as I'm calculating), but the vol I get for SPY is in the range of 50 - 550, which leads me to believe I have an error somewhere. 

Any assistance with this would be much appreciated. Thanks!