Invesco S&P Spin-Off ETF (CSD) Historical Volatility

Tracking CSD historical volatility helps you see how much Invesco S&P Spin-Off 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, CSD's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CSD 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. CSD's 30 day historical volatility, or CSD HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CSD'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 Invesco S&P Spin-Off ETF (Fund) is based on the S&P U.S. Spin-Off Index (Index). The Fund will invest at least 90% of its total assets in securities and depositary receipts that comprise the Index. The Index is composed of companies that have been spun off from larger corporations within the past four years. The Index is computed using the gross total return, which reflects dividends paid. The Fund and the Index are rebalanced monthly.