Invesco S&P SmallCap Energy ETF (PSCE) Historical Volatility

Tracking PSCE historical volatility helps you see how much Invesco S&P SmallCap Energy 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 S&P SmallCap Energy ETF's HV tells you what really happened. Use our scanner to monitor PSCE 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 PSCE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco S&P SmallCap Energy 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 S&P SmallCap Energy ETF (Fund) is based on the S&P SmallCap 600 Capped Energy Index (Index). The Fund will normally invest at least 90% of its total assets in the securities of small-capitalization US energy companies that comprise the Underlying Index. The Index is designed to measure the overall performance of common stocks of US energy companies. These companies are principally engaged in the business of producing, distributing or servicing energy related products, including oil and gas exploration and production, refining, oil services and pipelines.The Index is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, market-capitalization-weighted index reflecting the US small-cap market.

The Fund and the Index are rebalanced and reconstituted quarterly.Effective at the close of markets on July 14, 2023, the Fund will effect a “1 for 5” reverse split of its issued and outstanding shares. The Fund’s CUSIP also changed from 46138E164 to 46138G474. Please 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 S&P SmallCap Energy ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PSCE HV is running hot, cold, or in line. Make the PSCE 30 day historical volatility — and every other window — work for your edge instead of against it.