Avantis Moderate Allocation ETF (AVMA) Historical Volatility

Tracking AVMA historical volatility helps you see how much Avantis Moderate Allocation 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, AVMA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AVMA 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. AVMA's 30 day historical volatility, or AVMA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AVMA'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.

This strategy is a strategic allocation designed to provide broad market exposure while emphasizing securities with higher expected returns.* The strategy pursues its objective through investing in a series of other Avantis equity and fixed income 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 allocation with exposure to both equity and fixed income markets.