Tracking CPER historical volatility helps you see how much United States Commodity Index Funds Trust'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, CPER's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CPER 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. CPER's 30 day historical volatility, or CPER HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CPER'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 seeks to achieve its investment objective by investing to the fullest extent possible in the Benchmark Component Copper Futures Contracts. The SCI is designed to reflect the performance of the investment returns from a portfolio of copper futures contracts on the Commodity Exchange, Inc. exchange ("COMEX").
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →