YieldMax Short NVDA Option Income Strategy ETF

DIPSAMEX · USD
32.86USD-0.81 (-1.67%)

YieldMax Short NVDA Option Income Strategy ETF (DIPS) Historical Volatility

DIPS 30-day historical volatility is 36%. This ranks in the 81th percentile of readings over the past year.

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Tracking DIPS historical volatility helps you see how much YieldMax Short NVDA Option Income Strategy 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, YieldMax Short NVDA Option Income Strategy ETF's HV tells you what really happened. Use our scanner to monitor DIPS 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 DIPS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing YieldMax Short NVDA Option Income Strategy 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 YieldMax Short NVDA Option Income Strategy ETF (DIPS) is an actively managed exchanged fund that seeks to generate weekly income through a synthetic covered put strategy on NVIDIA Corp (NVDA). The strategy is designed to capture option premiums while providing inverse (short) exposure to the share price movements of NVDA, with risk management through purchased call options.

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

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 16, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 16, 2026

See how volatility has moved over time

Track DIPS historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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