First Trust SkyBridge Crypto Industry and Digital Economy ETF

CRPTAMEX · USD
15.79USD0.00 (+0.32%)

First Trust SkyBridge Crypto Industry and Digital Economy ETF (CRPT) Historical Volatility

CRPT 30-day historical volatility is 70%. This ranks in the 87th percentile of readings over the past year.

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Tracking CRPT historical volatility helps you see how much First Trust SkyBridge Crypto Industry and Digital Economy 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, First Trust SkyBridge Crypto Industry and Digital Economy ETF's HV tells you what really happened. Use our scanner to monitor CRPT 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 CRPT 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Trust SkyBridge Crypto Industry and Digital Economy 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 First Trust SkyBridge Crypto Industry and Digital Economy ETF's (the "Fund") investment objective is to provide investors with capital appreciation. Under normal market conditions, the Fund will invest at least 80% of its net assets (plus any investment borrowings) in the common stocks and American Depositary Receipts ("ADRs") of Crypto Industry Companies, including Bitcoin Exchange-Traded Products, and Digital Economy Companies. Under normal market conditions, the Fund will invest at least 50% of its net assets (plus any investment borrowings) in Crypto Industry Companies. The remainder of the Fund's net assets used to satisfy the 80% test set forth above will be invested in Digital Economy Companies.

The Fund generally intends to invest up to 25% of its net assets in Bitcoin Exchange-Traded Products; however, at certain times, the Fund may invest more than 25% of its net assets in Bitcoin Exchange-Traded Products.

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 First Trust SkyBridge Crypto Industry and Digital Economy ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CRPT HV is running hot, cold, or in line. Make the CRPT 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 29, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 29, 2026

See how volatility has moved over time

Track CRPT historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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