Tracking IHY historical volatility helps you see how much VanEck International High Yield Bond 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, VanEck International High Yield Bond ETF's HV tells you what really happened. Use our scanner to monitor IHY 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 IHY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing VanEck International High Yield Bond 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 VanEck International High Yield Bond ETF (IHY) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the ICE BofA Global ex-US Issuers High Yield Constrained Index (HXUS), which is comprised of U.S. dollar, Canadian dollar, pound sterling, and euro denominated below investment grade corporate bonds issued by non-U.S. corporations in the major domestic or Eurobond markets.
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 VanEck International High Yield Bond ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where IHY HV is running hot, cold, or in line. Make the IHY 30 day historical volatility — and every other window — work for your edge instead of against it.
