VictoryShares US 500 Volatility Wtd ETF (CFA) Historical Volatility

Tracking CFA historical volatility helps you see how much VictoryShares US 500 Volatility Wtd 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, CFA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CFA 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. CFA's 30 day historical volatility, or CFA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CFA'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 VictoryShares US 500 Volatility Wtd ETF offers exposure to large-cap US stocks, without subjecting investors to the inherent limitations of traditional market-cap weighting. It seeks to provide investment results that track the performance of the Nasdaq Victory US Large Cap 500 Volatility Weighted Index before fees and expenses. Volatility Weighting Methodology Combines fundamental criteria and volatility weighting in an effort to outperform traditional cap-weighted indexing strategies.