Invesco India ETF (IMVP) Historical Volatility

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

Principal Investment Strategies Change will be effective on or about February 23, 2026 (the Effective Date).. The Fund generally will invest at least 90% of its total assets in securities that comprise the New Underlying Index, as well as American depositary receipts (ADRs) and global depositary receipts (GDRs) that represent securities in the New Underlying Index.PIN aims for broad exposure to Indian stocks, eliminating only the bottom decile that dont pass its yield and quality screens. The index starts with stocks traded on National Stock Exchange of India, and then ranks them by trailing 12-month yield and removes the bottom 10%.

The index also ranks by quality, a combination of profitability (return on assets, asset turnover and accruals) and leverage ratio, and removes the bottom 10%. (Financial firms use ROA only for quality.) Stocks are market-cap-weighted, subject to some position limits. Individual positions are capped at 10% for largest stock, 9% for 2nd etc. on through the top 6 names, subject to a cap of 40% total for individual positions greater than 5%. The index is reviewed semi-annually. Note: Prior to June 24, 2019 the fund tracked the Indus India Index, which differed with respect to its screens.

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