Davis Select Financial ETF (DFNL) Historical Volatility

Tracking DFNL historical volatility helps you see how much Davis Select Financial 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, Davis Select Financial ETF's HV tells you what really happened. Use our scanner to monitor DFNL 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 DFNL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Davis Select Financial 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 fund's investment adviser, uses the Davis Investment Discipline to invest, under normal market conditions, at least 80% of its net assets plus any borrowings for investment purposes in securities issued by companies principally engaged in the financial services sector. The fund's portfolio generally contains between 15 and 35 companies. It invests, principally, in common stocks. The fund may invest in large, medium or small companies without regard to market capitalization and may invest in issuers in foreign countries, including countries with developed or emerging markets. It is non-diversified.

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