Overlay Shares Short Term Bond ETF (OVT) Historical Volatility

Tracking OVT historical volatility helps you see how much Overlay Shares Short Term Bond 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, Overlay Shares Short Term Bond ETF's HV tells you what really happened. Use our scanner to monitor OVT 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 OVT 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Overlay Shares Short Term Bond 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 fund is an actively-managed ETF that seeks to achieve its objective by (i) investing in one or more other ETFs that seek to obtain exposure to the performance of short-term, investment grade, U.S. dollar-denominated, fixed-rate taxable bonds with a dollar-weighted average maturity of no more than three years with a maximum maturity of five years or directly in the securities held by such ETFs and (ii) selling and purchasing listed short-term put options to generate income to the fund.

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