Invesco Semiconductors ETF (PSI) Historical Volatility

Tracking PSI historical volatility helps you see how much Invesco Semiconductors 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 Semiconductors ETF's HV tells you what really happened. Use our scanner to monitor PSI 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 PSI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco Semiconductors 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 Semiconductors ETF (Fund) is based on the Dynamic Semiconductor Intellidex Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to provide capital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, earnings momentum, quality, management action, and value. The Index is comprised of common stocks of 30 US semiconductors companies. These are companies that are principally engaged in the manufacture of semiconductors. The Fund and the Index are rebalanced and reconstituted quarterly in February, May, August and November.

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