Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

QDPLAMEX · USD
45.44USD0.00 (-0.36%)

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) Historical Volatility

QDPL 30-day historical volatility is 8%. This ranks in the 2th percentile of readings over the past year.

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Tracking QDPL historical volatility helps you see how much Pacer Metaurus US Large Cap Dividend Multiplier 400 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, Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF's HV tells you what really happened. Use our scanner to monitor QDPL 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 QDPL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Pacer Metaurus US Large Cap Dividend Multiplier 400 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.

A strategy driven exchange traded fund that aims to provide cash distributions equal to 400% of the S&P 500 ordinary yield in exchange for modestly lower exposure (approximately 89%) to the S&P 500 Index performance.

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 Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where QDPL HV is running hot, cold, or in line. Make the QDPL 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 15, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 15, 2026

See how volatility has moved over time

Track QDPL historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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