Founder-Led ETF (FDRS) Historical Volatility

Tracking FDRS historical volatility helps you see how much Founder-Led 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, Founder-Led ETF's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The FDRS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Founder-Led 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.

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.

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