Invesco MSCI Global Timber ETF (CUT) Historical Volatility

Tracking CUT historical volatility helps you see how much Invesco MSCI Global Timber 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, CUT's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CUT 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. CUT's 30 day historical volatility, or CUT HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CUT'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 MSCI Global Timber ETF (Fund) is based on the MSCI ACWI IMI Timber Select Capped Index (Index). The Fund will invest at least 90% of its total assets in stock, American depositary receipts (ADRs), global depositary receipts (GDRs) and depositary receipts that comprise the Index. The Index measures the performance of securities engaged in the ownership and management of forests, timberlands and production of products using timber as raw materials. The index is computed using the net return, which withholds applicable taxes for non-resident investors. The Fund and the Index are rebalanced quarterly.