Tracking EDGX historical volatility helps you see how much Global X U.S. 500 Income Edge 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, Global X U.S. 500 Income Edge ETF's HV tells you what really happened. Use our scanner to monitor EDGX 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 EDGX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Global X U.S. 500 Income Edge 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 Fund seeks to provide current income and exposure to the Solactive GBS United States 500 Index. The Fund seeks to generate weekly income by selling call options and to provide exposure to the Index by investing in the equity securities that comprise the Reference Index and ETFs that share economic characteristics.
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 Global X U.S. 500 Income Edge ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EDGX HV is running hot, cold, or in line. Make the EDGX 30 day historical volatility — and every other window — work for your edge instead of against it.
