Invesco Preferred ETF (PGX) Historical Volatility

Tracking PGX historical volatility helps you see how much Invesco Preferred 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 Preferred ETF's HV tells you what really happened. Use our scanner to monitor PGX 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 PGX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco Preferred 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 Preferred ETF (Fund) is based on the ICE BofAML Core Plus Fixed Rate Preferred Securities Index (Index). The Fund will normally invest at least 80% of its total assets in fixed rate US dollar-denominated preferred securities that comprise the Index. The Index tracks the performance of fixed rate US dollar-denominated preferred securities issued in the US domestic market. (Securities must be rated at least B3, based on an average of three leading ratings agencies: Moody’s, S&P and Fitch) and must have an investment-grade country risk profile (based on an average of Moody’s, S&P and Fitch foreign currency long-term sovereign debt ratings).

The Fund does not purchase all of the securities in the Index; instead, the Fund utilizes a "sampling" methodology to seek to achieve its investment objective. The Fund and the Index are rebalanced and reconstituted on a monthly basis.

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