Tracking CLIX historical volatility helps you see how much ProShares Long Online/Short Stores 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, ProShares Long Online/Short Stores ETF's HV tells you what really happened. Use our scanner to monitor CLIX 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 CLIX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing ProShares Long Online/Short Stores 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 fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the index. The index consists of long positions in the online retailers included in the ProShares Online Retail Index and short positions in the "bricks and mortar" retailers included in the Solactive-ProShares Bricks and Mortar Retail Store Index. The fund is non-diversified.
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 ProShares Long Online/Short Stores ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CLIX HV is running hot, cold, or in line. Make the CLIX 30 day historical volatility — and every other window — work for your edge instead of against it.
