iShares Core U.S. Aggregate Bond ETF (AGG) Historical Volatility

Tracking AGG historical volatility helps you see how much iShares Core U.S. Aggregate Bond ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, AGG's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AGG 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. AGG's 30 day historical volatility, or AGG HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AGG's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

The iShares Core U.S. Aggregate Bond ETF seeks to track the investment results of an index composed of the total U.S. investment-grade bond market.