First Trust IndxxMetaverse ETF (ARVR) Historical Volatility

Tracking ARVR historical volatility helps you see how much First Trust IndxxMetaverse 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, ARVR's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor ARVR 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. ARVR's 30 day historical volatility, or ARVR HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing ARVR'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 First Trust Indxx Metaverse ETF (the "Fund") seeks investment results that correspond generally to the price and yield, before fees and expenses, of an equity index called the Indxx Metaverse Index (the "Index"). Under normal market conditions, the Fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in the common stocks and depositary receipts that comprise the Index.