State Street SPDR Bloomberg Emerging Markets Local Bond ETF (EBND) Historical Volatility

Tracking EBND historical volatility helps you see how much State Street SPDR Bloomberg Emerging Markets Local Bond 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, EBND's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EBND 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. EBND's 30 day historical volatility, or EBND HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EBND'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 SPDR Bloomberg Emerging Markets Local Bond ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg EM Local Currency Government Diversified Index (the "Index")Seeks to provide exposure to fixed-rate local currency sovereign debt of emerging market countriesIndex includes government bonds, in local currencies, issued by investment grade and non-investment grade countries outside the U.S. that have a remaining maturity of one year or moreRebalanced on the last business day of the month