YieldMax Semiconductor Portfolio Option Income ETF (CHPY) Historical Volatility

Tracking CHPY historical volatility helps you see how much YieldMax Semiconductor Portfolio Option Income 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, CHPY's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CHPY 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. CHPY's 30 day historical volatility, or CHPY HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CHPY'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 YieldMax Semiconductor Portfolio Option Income ETF (CHPY) is an actively managed fund that aims to deliver both consistent income and long-term growth. It invests in a focused portfolio of roughly 15 to 30 publicly traded companies within the semiconductor industry. The primary driver of the fund's income is the strategic sale of options contracts on its underlying stock holdings, with the goal of making distributions to investors every week. Beyond options income, CHPY also seeks capital appreciation directly from its equity investments. The fund's management team carefully selects potential holdings by assessing their stock and options liquidity, current valuation, and anticipated price volatility, and continuously reviews the portfolio to optimize its composition.