Militia Long/Short Equity ETF (ORR) Historical Volatility

Tracking ORR historical volatility helps you see how much Militia Long/Short Equity 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, Militia Long/Short Equity ETF's HV tells you what really happened. Use our scanner to monitor ORR 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 ORR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Militia Long/Short Equity 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.

ORR is an actively managed ETF aiming for capital appreciation through both long and short equity positions. The long portfolio targets undervalued or growth potential equities, with a focus on developed markets. Long positions may exceed 100% of net assets, capped typically at 150%. Short positions focus on U.S.-listed companies and ETFs expected to decline, influenced by declining future cash flow projections. ORR can have short exposure up to 100% and may include inverse or leveraged ETFs. The fund actively trades positions, resulting in high annual portfolio turnover. The portfolio may also short foreign currencies through currency forward contracts to manage risk.

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