Sprott Junior Copper Miners ETF (COPJ) Historical Volatility

Tracking COPJ historical volatility helps you see how much Sprott Junior Copper Miners 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, COPJ's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor COPJ 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. COPJ's 30 day historical volatility, or COPJ HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing COPJ'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 will, under normal circumstances, invest at least 80% of its total assets in securities of the index. The index is designed to track the performance of companies that derive at least 50% of their revenue and/or assets from mining, exploration, development, and production of copper. The index generally consists of from 25 to 45 constituents. The fund is non-diversified.