Tracking BRF historical volatility helps you see how much VanEck Brazil Small-Cap 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, BRF's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BRF 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. BRF's 30 day historical volatility, or BRF HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BRF'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.
VanEck Brazil Small-Cap ETF (BRF) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the MVIS Brazil Small-Cap Index (MVBRFTR), which includes securities of small capitalization companies that are incorporated in Brazil or that are incorporated outside of Brazil but have at least 50% of their revenues/related assets in Brazil.
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