Tracking BNO historical volatility helps you see how much United States Brent Oil Fund LP'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, United States Brent Oil Fund LP's HV tells you what really happened. Use our scanner to monitor BNO 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 BNO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing United States Brent Oil Fund LP'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 Benchmark Futures Contract is the futures contract on Brent crude oil as traded on the Ice Futures Europe Exchange that is the near month contract to expire, except when the near month contract is within two weeks of expiration, in which case it will be measured by the futures contract that is the next month contract to expire.
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 United States Brent Oil Fund LP's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BNO HV is running hot, cold, or in line. Make the BNO 30 day historical volatility — and every other window — work for your edge instead of against it.
