Davis Select U.S. Equity ETF (DUSA) Historical Volatility

Tracking DUSA historical volatility helps you see how much Davis Select U.S. Equity 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, DUSA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DUSA 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. DUSA's 30 day historical volatility, or DUSA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DUSA'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.

Under normal market conditions, the fund will invest at least 80% of its net assets plus any borrowings for investment purposes in equity securities issued by U.S. companies. The fund's portfolio generally contains between 15 and 35 companies. It may invest a portion of its assets in financial services companies. The fund may also invest in mid- and small-capitalization companies, which the manager considers to be those companies with less than $10 billion in market capitalization. It may invest up to 20% of net assets in non-U.S. companies. The fund is non-diversified.