Avantis Responsible U.S. Equity ETF (AVSU) Historical Volatility

Tracking AVSU historical volatility helps you see how much Avantis Responsible U.S. Equity 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, AVSU's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AVSU 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. AVSU's 30 day historical volatility, or AVSU HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AVSU'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 U.S. companies across all market capitalizations and is designed to increase expected returns* by overweighting securities we believe to be trading at lower valuations and with higher profitability ratios**.Limits the investable universe of companies by screening out those that raise concerns based on the team's evaluation of multiple Environmental, Social and Governance (ESG) metrics and pursues the benefits associated with indexing but with the ability to add value by making investment decisions using information based on proprietary evaluations.Efficient portfolio management and trading process that is designed to enhance returns while seeking to reduce unnecessary risks and transaction costs.Built to fit seamlessly into an investor's asset allocation.