iShares S&P GSCI Commodity Indexed Trust (GSG) Historical Volatility

Tracking GSG historical volatility helps you see how much iShares S&P GSCI Commodity Indexed Trust'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, iShares S&P GSCI Commodity Indexed Trust's HV tells you what really happened. Use our scanner to monitor GSG 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 GSG 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing iShares S&P GSCI Commodity Indexed Trust'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 iShares S&P GSCI Commodity-Indexed Trust (the 'Trust') seeks to track the results of a fully collateralized investment in futures contracts on an index composed of a diversified group of commodities futures.The iShares S&P GSCI Commodity-Indexed Trust is not an investment company registered under the Investment Company Act of 1940, and therefore is not subject to the same regulatory requirements as mutual funds or ETFs registered under the Investment Company Act of 1940. Investments in shares of the Trust are speculative and involve a high degree of risk. Before making an investment decision, you should carefully consider the risk factors and other information included in the prospectus.

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 iShares S&P GSCI Commodity Indexed Trust's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where GSG HV is running hot, cold, or in line. Make the GSG 30 day historical volatility — and every other window — work for your edge instead of against it.