First Trust North American Energy Infrastructure Fund (EMLP) Historical Volatility

Tracking EMLP historical volatility helps you see how much First Trust North American Energy Infrastructure Fund'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 North American Energy Infrastructure Fund's HV tells you what really happened. Use our scanner to monitor EMLP 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 EMLP 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Trust North American Energy Infrastructure Fund'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 North American Energy Infrastructure Fund is an actively managed exchange-traded fund. The Fund's investment objective is to seek total return. The Fund's investment strategy emphasizes current distributions and dividends paid to shareholders. Under normal market conditions, the Fund will invest at least 80% of its net assets (including investment borrowings) in equity securities of companies deemed by Energy Income Partners, LLC, the Fund's investment sub-advisor, to be engaged in the energy infrastructure sector. These companies principally include U.S. and Canadian natural gas and electric utilities, corporations operating energy infrastructure assets such as pipelines or renewable energy production, utilities, publicly-traded master limited partnerships or limited liability companies taxed as partnerships ("MLPs"), MLP affiliates, and other companies that derive the majority of their revenues from operating or providing services in support of infrastructure assets such as pipelines, power transmission and petroleum and natural gas storage in the petroleum, natural gas and power generation industries (collectively, "energy infrastructure companies").

The Fund will invest principally in energy infrastructure companies. In addition, under normal market conditions, the Fund will invest at least 80% of its net assets (including investment borrowings) in equity securities of companies headquartered or incorporated in the United States and Canada. The Fund may invest in equity securities of MLPs without limit; however, in order to comply with applicable tax diversification rules, the Fund may directly invest up to 25% of its total assets in equity securities of certain MLPs treated as publicly-traded partnerships.

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 North American Energy Infrastructure Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EMLP HV is running hot, cold, or in line. Make the EMLP 30 day historical volatility — and every other window — work for your edge instead of against it.