Tracking DRIP historical volatility helps you see how much Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF'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, DRIP's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DRIP 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. DRIP's 30 day historical volatility, or DRIP HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DRIP'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 Direxion Daily S&P Oil & Gas Exp. & Prod. Bull and Bear 2X ETFs seek daily investment results, before fees and expenses, of 200%, or 200% of the inverse (or opposite), of the performance of the S&P Oil & Gas Exploration & Production Select Industry Index. There is no guarantee the funds will achieve their stated investment objectives.
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →