First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) Historical Volatility

Tracking DVOL historical volatility helps you see how much First Trust Dorsey Wright Momentum & Low Volatility 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, First Trust Dorsey Wright Momentum & Low Volatility ETF's HV tells you what really happened. Use our scanner to monitor DVOL 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 DVOL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Trust Dorsey Wright Momentum & Low Volatility 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 First Trust Dorsey Wright Momentum & Low Volatility ETF (the "Fund") seeks investment results that correspond generally to the price and yield (before the Fund's fees and expenses) of an index called the Dorsey Wright Momentum Plus Low Volatility Index (the "Index"). Under normal conditions, the Fund will invest at least 90% of its net assets (including investment borrowings) in the equity securities that comprise the Index. The Fund, using an indexing investment approach, attempts to replicate, before fees and expenses, the performance of the Index. The Fund's investment advisor seeks a correlation of 0.95 or better (before fees and expenses) between the Fund's performance and the performance of the Index; a figure of 1.00 would represent perfect correlation.

The Index is owned and was developed by Nasdaq, Inc. (the "Index Provider").

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 First Trust Dorsey Wright Momentum & Low Volatility ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DVOL HV is running hot, cold, or in line. Make the DVOL 30 day historical volatility — and every other window — work for your edge instead of against it.