Tracking DISV historical volatility helps you see how much Dimensional International Small Cap Value 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, Dimensional International Small Cap Value ETF's HV tells you what really happened. Use our scanner to monitor DISV 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 DISV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional International Small Cap Value 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 Portfolio, using a market capitalization weighted approach, is designed to purchase securities of small, non-U.S. companies in countries with developed markets that the Advisor determines to be value stocks at the time of purchase. Under a market capitalization weighted approach, companies with higher market capitalizations generally represent a larger proportion of the Portfolio than companies with relatively lower market capitalizations.
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 Dimensional International Small Cap Value ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DISV HV is running hot, cold, or in line. Make the DISV 30 day historical volatility — and every other window — work for your edge instead of against it.
