Invesco DB Energy Fund (DBE) Historical Volatility

Tracking DBE historical volatility helps you see how much Invesco DB Energy Fund'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, DBE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DBE 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. DBE's 30 day historical volatility, or DBE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DBE'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 DB Energy (Fund) seeks to track changes, whether positive or negative, in the level of the DBIQ Optimum Yield Energy Index Excess Return (DBIQ Opt Yield Energy 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 heavily traded energy commodities in the world — light sweet crude oil (WTI), heating oil, Brent crude oil, RBOB gasoline and natural gas.