State Street SPDR S&P China ETF (GXC) Historical Volatility

Tracking GXC historical volatility helps you see how much State Street SPDR S&P China 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, GXC's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor GXC 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. GXC's 30 day historical volatility, or GXC HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GXC'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 China ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P China BMI IndexSeeks to provide exposure to the investable universe of publicly traded companies domiciled in China that are available to foreign investorsMay also include China A Shares available via the Shanghai-Hong Kong Stock Connect or Shenzhen-Hong Kong Stock Connect Facilities