Invesco S&P Global Water Index ETF (CGW) Historical Volatility

Tracking CGW historical volatility helps you see how much Invesco S&P Global Water Index 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, Invesco S&P Global Water Index ETF's HV tells you what really happened. Use our scanner to monitor CGW 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 CGW 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco S&P Global Water Index 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 Invesco S&P Global Water Index ETF (Fund) is based on the S&P Global Water Index (Index). The Fund will invest at least 90% of its total assets in the securities American depositary receipts (ADRs) and global depositary receipts (GDRs) that comprise the Index. The Index is comprised of developed market securities including water utilities, infrastructure, equipment, instruments and materials. The Index is computed using the net return, which withholds applicable taxes for non-resident investors. The Fund and the Index are rebalanced semiannually.

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 Invesco S&P Global Water Index ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CGW HV is running hot, cold, or in line. Make the CGW 30 day historical volatility — and every other window — work for your edge instead of against it.