Tracking MDYG historical volatility helps you see how much State Street SPDR S&P 400 TM Mid Cap Growth 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, MDYG's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor MDYG 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. MDYG's 30 day historical volatility, or MDYG HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing MDYG'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 400 Mid Cap Growth ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P MidCap 400 Growth Index (the "Index")The Index contains stocks that exhibit the strongest growth characteristics based on: sales growth, earnings change to price ratio, and momentum
