VegaShares SPX NDX RTY Premium Income ETF (ODTE) Historical Volatility

Tracking ODTE historical volatility helps you see how much VegaShares SPX NDX RTY Premium Income 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, VegaShares SPX NDX RTY Premium Income ETF's HV tells you what really happened. Use our scanner to monitor ODTE 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 ODTE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing VegaShares SPX NDX RTY Premium Income 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.

ODTE actively purses a covered call strategy using the S&P 500, Nasdaq-100 and Russell 2000 Indexes. The investment strategy utilizes a quantitative framework to actively adjust allocations and covered call exposure across the three indexes based on market volatility, liquidity and expected returns. Long exposure to the indexes is achieved either through direct investments, index-tracking ETFs, or synthetic positions created with deep in-the-money call options. The fund sells short-term, zero or one day-to-expiration, out-of-the-money index call options to collect premiums and distribute weekly income.

While this approach offers current income, it also limits upside gains if the underlying indexes rise above the strike prices of the written options. The options utilized by the fund are listed on US exchanges or may include FLEX options. The fund seeks to enhance tax efficiency by using index futures contracts, which may offer 60/40 tax treatment as opposed to ordinary income. The Fund also intends to make weekly distributions, which may include return of capital.

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 VegaShares SPX NDX RTY Premium Income ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ODTE HV is running hot, cold, or in line. Make the ODTE 30 day historical volatility — and every other window — work for your edge instead of against it.