Leverage Shares 2X Long NU Daily ETF (NUG) Historical Volatility

Tracking NUG historical volatility helps you see how much Leverage Shares 2X Long NU Daily 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, Leverage Shares 2X Long NU Daily ETF's HV tells you what really happened. Use our scanner to monitor NUG 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 NUG 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Leverage Shares 2X Long NU Daily 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.

NUG is designed to make bullish bets on the stock price of Nu Holdings (NYSE: NU) through swap agreements. The objective is to obtain daily leveraged exposure equivalent to 200% of the fund's net assets. To maintain this exposure, daily rebalancing is performed to make adjustments in response to NU's daily price movements. Depending on market conditions and operational constraints, the fund may also utilize a synthetic forward options strategy. As a geared product, the fund is intended as a short-term tactical tool rather than a long-term investment vehicle. As a result, returns may deviate from the expected 2x multiplier if held for longer than a single day due to compounding.

This high-risk strategy does not include a defensive position as part of its overall process. Should NU's value decline by more than 50% relative to the fund, investors could face a total loss. Additionally, the fund could potentially lose money over time even if NU's performance strengthens.

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 Leverage Shares 2X Long NU Daily ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NUG HV is running hot, cold, or in line. Make the NUG 30 day historical volatility — and every other window — work for your edge instead of against it.