State Street SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) Historical Volatility

Tracking BIL historical volatility helps you see how much State Street SPDR Bloomberg 1-3 Month T-Bill 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, BIL's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BIL 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. BIL's 30 day historical volatility, or BIL HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BIL'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.

The State Street SPDR Bloomberg 1-3 Month T-Bill ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg 1-3 Month U.S. Treasury Bill Index (the "Index")Seeks to provide exposure to publicly issued U.S. Treasury Bills that have a remaining maturities between 1 and 3 monthsShort duration fixed income is less exposed to fluctuations in interest rates than longer duration securitiesRebalanced on the last business day of the month