Invesco Golden Dragon China ETF (PGJ) Historical Volatility

Tracking PGJ historical volatility helps you see how much Invesco Golden Dragon China 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, Invesco Golden Dragon China ETF's HV tells you what really happened. Use our scanner to monitor PGJ 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 PGJ 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco Golden Dragon China 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 Invesco Golden Dragon China ETF (Fund) is based on the NASDAQ Golden Dragon China Index (Index). The Fund generally will invest at least 90% of its total assets in equity securities of companies deriving a majority of their revenues from the People’s Republic of China and that comprise the Index. The Index is composed of US exchange-listed companies that are headquartered or incorporated in the People’s Republic of China. The Fund and the Index are rebalanced and reconstituted quarterly.

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