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 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, State Street SPDR Bloomberg 1-3 Month T-Bill ETF's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BIL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing State Street SPDR Bloomberg 1-3 Month T-Bill 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 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
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 State Street SPDR Bloomberg 1-3 Month T-Bill ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BIL HV is running hot, cold, or in line. Make the BIL 30 day historical volatility — and every other window — work for your edge instead of against it.
