Strategy Shares Gold Enhanced Yield ETF (GOLY) Historical Volatility

Tracking GOLY historical volatility helps you see how much Strategy Shares Gold Enhanced Yield 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, Strategy Shares Gold Enhanced Yield ETF's HV tells you what really happened. Use our scanner to monitor GOLY 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 GOLY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Strategy Shares Gold Enhanced Yield 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.

GOLY aims to provide monthly distributions through a diversified portfolio of bonds, gold, and commodities. However, these payments may include a return of capital rather than net profits. Investments consist of USD-denominated corporate bonds and US Treasuries, maintaining investment-grade credit quality through quantitative metrics and fundamental analysis. Simultaneously, it hedges against inflation and currency risks via total return swaps on near-month gold futures. Lastly, it uses a long/short approach to energy, industrial metals, and precious metals commodities, capitalizing on market inefficiencies.

Using leverage, the fund achieves 200% notional exposure, with 100% to bonds and 100% to gold and commodities. A portion of the strategy is executed through a Cayman Islands subsidiary, which manages swaps and collateral. Note that using leverage magnifies potential gains and losses, particularly in volatile markets. Before Feb 1, 2024, the fund traded under the ticker GLDB.

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