Tracking AVDV historical volatility helps you see how much Avantis International Small Cap Value 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, AVDV's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AVDV 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. AVDV's 30 day historical volatility, or AVDV HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AVDV'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.
Invests in a broad set of non-U.S. developed small-cap companies and is designed to increase expected returns by focusing on firms believed to be trading at low valuations with higher profitability ratios.Pursues the benefits associated with indexing (diversification, low turnover, transparency of exposures), but with the ability to add value by making investment decisions using information in current prices.Efficient portfolio management and trading process that is designed to enhance returns while seeking to reduce unnecessary risks and costs for investors.Built to fit seamlessly into an investor's asset allocation.
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