State Street SPDR S&P Emerging Asia Pacific ETF (GMF) Historical Volatility

Tracking GMF historical volatility helps you see how much State Street SPDR S&P Emerging Asia Pacific 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, GMF's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor GMF 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. GMF's 30 day historical volatility, or GMF HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GMF'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 Asia Pacific ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Emerging Asia Pacific BMI Index (the "Index")Seeks to provide broad exposure to Asia Pacific emerging market countries, which offers the potential for investors to take strategic or tactical positions in the regionCould potentially mitigate country-specific risk