Virtus Biotech ETF (BBP) Historical Volatility

Tracking BBP historical volatility helps you see how much Virtus Biotech 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, Virtus Biotech ETF's HV tells you what really happened. Use our scanner to monitor BBP 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 BBP 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Virtus Biotech 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.

The Fund seeks investment results that correspond, before fees and expenses, to the price and yield performance of the LifeSci Biotechnology Products Index, which tracks the performance of biotechnology companies with at least one drug therapy approved by the FDA.Effective February 27, this Fund's name changed from Virtus LifeSci Biotech Products ETF to Virtus Biotech ETF.

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 Virtus Biotech ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BBP HV is running hot, cold, or in line. Make the BBP 30 day historical volatility — and every other window — work for your edge instead of against it.