iShares IWM Premium Income+ ETF (IWMW) Historical Volatility

Tracking IWMW historical volatility helps you see how much iShares IWM Premium Income+ 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, IWMW's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor IWMW 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. IWMW's 30 day historical volatility, or IWMW HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing IWMW'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 Fund seeks to track the investment results of an index that reflects a strategy of holding the iShares Russell 2000 ETF while writing (selling) one-month call options to generate income.