Tracking ROBT historical volatility helps you see how much First Trust Nasdaq Artificial Intelligence and Robotics 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, First Trust Nasdaq Artificial Intelligence and Robotics ETF's HV tells you what really happened. Use our scanner to monitor ROBT 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 ROBT 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Trust Nasdaq Artificial Intelligence and Robotics 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 First Trust Nasdaq Artificial Intelligence and Robotics ETF (the "Fund"), seeks investment results that correspond generally to the price and yield (before the Fund's fees and expenses) of an index called the Nasdaq CTA Artificial Intelligence and Robotics Index (the "Index"). The Fund will normally invest at least 90% of its net assets (including investment borrowings) in common stocks and depositary receipts that comprise the Index. The Index is designed to track the performance of companies engaged in the artificial intelligence ("AI") and robotics segments of the technology, industrial and other economic sectors.
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 First Trust Nasdaq Artificial Intelligence and Robotics ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ROBT HV is running hot, cold, or in line. Make the ROBT 30 day historical volatility — and every other window — work for your edge instead of against it.
