Invesco DB Agriculture Fund (DBA) Historical Volatility

Tracking DBA historical volatility helps you see how much Invesco DB Agriculture Fund'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, Invesco DB Agriculture Fund's HV tells you what really happened. Use our scanner to monitor DBA 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 DBA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco DB Agriculture Fund'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 Invesco DB Agriculture (Fund) seeks to track changes, whether positive or negative, in the level of the DBIQ Diversified Agriculture Index Excess Return (DBIQ Diversified Agriculture Index ER or Index) plus the interest income from the Fund's holdings of primarily US Treasury securities and money market income less the Fund's expenses. The Fund is designed for investors who want a cost-effective and convenient way to invest in commodity futures. The Index is a rules-based index composed of futures contracts on some of the most liquid and widely traded agricultural commodities. You cannot invest directly in the Index.

The Fund and the Index are rebalanced and reconstituted annually in November.This Fund is not suitable for all investors due to the speculative nature of an investment based upon the Fund's trading which takes place in very volatile markets. Because an investment in futures contracts is volatile, such frequency in the movement in market prices of the underlying futures contracts could cause large losses. Please see "Risk and Other Information" and the Prospectus for additional risk disclosures.For this fund's qualified notices for IRS Section 1446(f) Rule regarding Publicly Traded Partnerships (PTPs), please visit our ETF tax centerForm 1065 Schedule K-3 FAQ for Invesco DB Funds (Securities Act of 1933)

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 Invesco DB Agriculture Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DBA HV is running hot, cold, or in line. Make the DBA 30 day historical volatility — and every other window — work for your edge instead of against it.