State Street SPDR S&P Emerging Markets Small Cap ETF (EWX) Historical Volatility

Tracking EWX historical volatility helps you see how much State Street SPDR S&P Emerging Markets Small Cap 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, EWX's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EWX 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. EWX's 30 day historical volatility, or EWX HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EWX'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 State Street SPDR S&P Emerging Markets Small Cap ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Emerging Under USD2 Billion Index (the "Index")Seeks to provide exposure to the small capitalization segment of emerging countries included in the S&P Global Broad Market IndexThe selection universe includes emerging country equites within the S&P Global BMI with market capitalizations between $100 million and $2 billion at the time of inclusion