ProShares MSCI EAFE Dividend Growers ETF (EFAD) Historical Volatility

Tracking EFAD historical volatility helps you see how much ProShares MSCI EAFE Dividend Growers 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, EFAD's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EFAD 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. EFAD's 30 day historical volatility, or EFAD HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EFAD'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 index, constructed and maintained by MSCI, targets companies that are currently members of the MSCI EAFE Index ("MSCI EAFE") and have increased dividend payments each year for at least 10 years. The index contains a minimum of 40 stocks, which are equally weighted. Under normal circumstances, the fund will invest at least 80% of its total assets in component securities.