First Trust Water ETF (FIW) Historical Volatility

Tracking FIW historical volatility helps you see how much First Trust Water 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, FIW's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FIW 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. FIW's 30 day historical volatility, or FIW HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FIW'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 First Trust Water ETF is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before fees and expenses, of an equity index called the ISE Clean Edge Water Index.