Tracking RINF historical volatility helps you see how much ProShares Inflation Expectations 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, ProShares Inflation Expectations ETF's HV tells you what really happened. Use our scanner to monitor RINF 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 RINF 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing ProShares Inflation Expectations 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.
Under normal circumstances, the fund will invest at least 80% of its total assets in component securities of the index. The index tracks the performance of (i) long position in the most recently issued 30-year Treasury Inflation-Protected Securities ("TIPS") and (ii) duration-adjusted short position in U.S. Treasury bonds of, in aggregate, approximate equivalent duration dollars to the TIPS. The fund is non-diversified.
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 ProShares Inflation Expectations ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where RINF HV is running hot, cold, or in line. Make the RINF 30 day historical volatility — and every other window — work for your edge instead of against it.
