Hashdex Nasdaq CME Crypto Index ETF (NCIQ) Historical Volatility

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

NCIQ tracks an index reflecting the two most well-known crypto assets, bitcoin (BTH) and ether (ETH). To achieve its investment objective, the fund will not utilize leverage or derivatives and instead invests directly in spot bitcoin and spot ether. It will also maintain cash balances to cover its expenses. The fund employs a market cap-weighted strategy and allocates its assets to both the cryptocurrencies in the same proportions as the index. It will not invest in crypto securities, tokenized assets, or stablecoins. Note that the fund is riskier than other ETPs indirectly holding digital assets because of the high price volatility of crypto asset markets.

Additionally, the funds underlying index has a rules-based methodology which has the possibility of including more assets in the future depending on SEC approval. The index is rebalanced quarterly.

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