EA Bridgeway Omni Small-Cap Value ETF (BSVO) Historical Volatility

Tracking BSVO historical volatility helps you see how much EA Bridgeway Omni Small-Cap Value 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, BSVO's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BSVO 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. BSVO's 30 day historical volatility, or BSVO HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BSVO'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 fund seeks to achieve its investment objective by investing primarily in a broad and diverse group of small-cap stocks that the Sub-Adviser determines are value stocks. Under normal circumstances, the fund invests 80% of its net assets (plus borrowings for investment purposes) in equity or equity-related securities (“common stocks”) of small-cap companies at the time of purchase.