Tracking FTLS historical volatility helps you see how much First Trust Long/Short Equity 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, First Trust Long/Short Equity ETF's HV tells you what really happened. Use our scanner to monitor FTLS 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 FTLS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Trust Long/Short Equity 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.
The Fund's investment objective is to seek to provide investors with long term total return. The Fund intends to pursue its investment objective by establishing long and short positions in a portfolio of Equity Securities.
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 Long/Short Equity ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where FTLS HV is running hot, cold, or in line. Make the FTLS 30 day historical volatility — and every other window — work for your edge instead of against it.
