Tradr 1.5X Short NVDA Daily ETF (NVDS) Historical Volatility

Tracking NVDS historical volatility helps you see how much Tradr 1.5X Short NVDA 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, Tradr 1.5X Short NVDA Daily ETF's HV tells you what really happened. Use our scanner to monitor NVDS 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 NVDS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Tradr 1.5X Short NVDA 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.

Under normal market circumstances, the adviser will maintain at least 80% exposure to financial instruments that provide one and a quarter times inverse leveraged exposure to the daily performance of NVDA. The fund is an actively-managed ETF that seeks to achieve on a daily basis, before fees and expenses, -125% performance of NVDA for a single day, not for any other period, by entering into one or more swap agreements on NVDA. It is non-diversified.

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 Tradr 1.5X Short NVDA Daily ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NVDS HV is running hot, cold, or in line. Make the NVDS 30 day historical volatility — and every other window — work for your edge instead of against it.