Avantis All Equity Markets ETF (AVGE) Historical Volatility

Tracking AVGE historical volatility helps you see how much Avantis All Equity Markets ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Avantis All Equity Markets ETF's HV tells you what really happened. Use our scanner to monitor AVGE 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The AVGE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Avantis All Equity Markets ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

This strategy is designed to provide exposure to a broadly diversified set of companies, sectors and countries while emphasizing securities with higher expected returns.* The strategy pursues its objective through investing in a series of other Avantis exchange-traded funds (ETFs).It 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 are designed to enhance returns while seeking to reduce unnecessary risks and transaction costs.This strategy is built to provide an investor with an effective total-market equity allocation.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Avantis All Equity Markets ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where AVGE HV is running hot, cold, or in line. Make the AVGE 30 day historical volatility — and every other window — work for your edge instead of against it.