Roundhill GLP-1 & Weight Loss ETF

OZEMNASDAQ · USD
31.06USD0.00 (-1.06%)

Roundhill GLP-1 & Weight Loss ETF (OZEM) Historical Volatility

OZEM 30-day historical volatility is 21%. This ranks in the 25th percentile of readings over the past year.

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Tracking OZEM historical volatility helps you see how much Roundhill GLP-1 & Weight Loss 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, Roundhill GLP-1 & Weight Loss ETF's HV tells you what really happened. Use our scanner to monitor OZEM 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 OZEM 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Roundhill GLP-1 & Weight Loss 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.

Roundhill believes that weight loss drugs, including GLP-1 agonists, represent one of the most revolutionary advancements in the global pharmaceuticals industry. The Roundhill GLP-1 & Weight Loss ETF (“OZEM”) is the world’s first GLP-1 ETF. OZEM is an actively-managed ETF.

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 Roundhill GLP-1 & Weight Loss ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where OZEM HV is running hot, cold, or in line. Make the OZEM 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 15, 2026

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

As of September 15, 2026

See how volatility has moved over time

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

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