Invesco Dorsey Wright Emerging Markets Momentum ETF (PIE) Historical Volatility

Tracking PIE historical volatility helps you see how much Invesco Dorsey Wright Emerging Markets Momentum 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 Dorsey Wright Emerging Markets Momentum ETF's HV tells you what really happened. Use our scanner to monitor PIE 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 PIE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco Dorsey Wright Emerging Markets Momentum 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 Dorsey Wright Emerging Markets Momentum ETF (Fund) is based on the Dorsey Wright Emerging Markets Technical Leaders Index (Index). The Fund will generally invest at least 90% of its total assets in securities of emerging economies within Dorsey Wright & Associates' classification definition, as well as American depositary receipts (ADRs) and global depositary receipts (GDRs) based on securities in the Index. The Index includes approximately 100 companies from the Nasdaq Emerging Markets Index that possess powerful relative strength characteristics and are domiciled in emerging market countries including, but not limited to Brazil, Chile, China, India, Indonesia, Philippines, South Africa, Thailand and Turkey.

The Index excludes US companies listed on a US stock exchange. The Index is computed using the net return, which withholds applicable taxes for non-resident investors. The Fund and the Index are rebalanced and reconstituted quarterly.Effective after the close of markets on Aug. 25, 2023, the Fund’s name will change from Invesco DWA Emerging Markets Momentum ETF to Invesco Dorsey Wright Emerging Markets Momentum ETF. No other changes were made to the Fund. See the prospectus for more information.

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