State Street SPDR MSCI ACWI Climate Paris Aligned ETF

NZACNASDAQ · USD
47.03USD0.00 (+0.58%)

State Street SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) Historical Volatility

NZAC 30-day historical volatility is 12%. This ranks in the 26th percentile of readings over the past year.

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Tracking NZAC historical volatility helps you see how much State Street SPDR MSCI ACWI Climate Paris Aligned 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, State Street SPDR MSCI ACWI Climate Paris Aligned ETF's HV tells you what really happened. Use our scanner to monitor NZAC 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 NZAC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing State Street SPDR MSCI ACWI Climate Paris Aligned 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.

The State Street SPDR MSCI ACWI Climate Paris Aligned ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI ACWI Climate Paris Aligned Index (the "Index")Seeks to track an index designed to reduce exposure to the physical and transition risks of climate change and increase target exposure to sustainable investment opportunities by incorporating the recommendations of the Taskforce on Climate Related Financial Disclosures (TCFD) and minimum requirements of the EU Paris Aligned BenchmarkMay be considered by investors seeking to implement net-zero strategies and address climate change in a holistic wayThe Index includes large and mid-cap stocks across developed and emerging market countries

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 State Street SPDR MSCI ACWI Climate Paris Aligned ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NZAC HV is running hot, cold, or in line. Make the NZAC 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 25, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 25, 2026

See how volatility has moved over time

Track NZAC historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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