Tracking RDTE historical volatility helps you see how much Roundhill Russell 2000 0DTE Covered Call Strategy 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, Roundhill Russell 2000 0DTE Covered Call Strategy ETF's HV tells you what really happened. Use our scanner to monitor RDTE 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 RDTE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Roundhill Russell 2000 0DTE Covered Call Strategy 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 Roundhill Russell 2000 0DTE Covered Call Strategy ETF (“RDTE”) is the first ETF to utilize zero days to expiry (“0DTE”)*** options on the Russell 2000 Index . RDTE seeks to provide overnight exposure to the Russell 2000 and generate income each morning by selling out-of-the-money 0DTE calls on the Index. RDTE is an actively-managed ETF.
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 Roundhill Russell 2000 0DTE Covered Call Strategy ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where RDTE HV is running hot, cold, or in line. Make the RDTE 30 day historical volatility — and every other window — work for your edge instead of against it.
