Founder-Led ETF (FDRS) Historical Volatility

Tracking FDRS historical volatility helps you see how much Founder-Led 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, FDRS's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FDRS 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. FDRS's 30 day historical volatility, or FDRS HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FDRS'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.

FDRS contains a portfolio of the top 50 stocks of US companies that are led by at least one of their founders. Stocks may be of any market capitalization but will be weighted in the portfolio based on market capitalization, up to a cap of 10%. The index is reconstituted and rebalanced quarterly on the third Friday of March, June, September, and December. The fund is considered non-diversified, which means it may become concentrated in a particular sector or industry.