ProShares On-Demand ETF (OND) Historical Volatility

Tracking OND historical volatility helps you see how much ProShares On-Demand 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, ProShares On-Demand ETF's HV tells you what really happened. Use our scanner to monitor OND 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 OND 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing ProShares On-Demand 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 index includes companies whose principal business is the provision of platforms and services for on-demand access to lifestyle needs including digital media, egaming, fitness, food delivery, ridesharing, or virtual reality experiences, as determined by the index methodology. The fund adviser seeks to remain fully invested at all times in securities and/or financial instruments that provide exposure to the returns of the index without regard to market conditions, trends or direction. The fund 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 ProShares On-Demand ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where OND HV is running hot, cold, or in line. Make the OND 30 day historical volatility — and every other window — work for your edge instead of against it.