Astoria US Equal Weight Quality Kings ETF (ROE) Historical Volatility

Tracking ROE historical volatility helps you see how much Astoria US Equal Weight Quality Kings 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, Astoria US Equal Weight Quality Kings ETF's HV tells you what really happened. Use our scanner to monitor ROE 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 ROE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Astoria US Equal Weight Quality Kings 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.

ROE holds a portfolio of US, large- and mid-cap stocks believed to have the highest quality, valuation, dividend potential, and growth metrics across sectors. The fund aims for an equally weighted and sector-optimized portfolio. The sub-adviser's proprietary quantitative screen evaluates securities while attempting a sector-optimized selection by using metrics that vary in quality and robustness. Factors such as ROE, ROI, P/E ratio, dividend yield, projected growth estimates, and earnings momentum are considered but only metrics that best define a sector are utilized. The top 50-100 stocks based on their weighted average rank on each factor are selected.

The sub-adviser monitors investments through its quantitative and systematic approach to best position the fund for changing economic trends valuations or earnings. As an actively managed fund, positions may change depending on the sub-adviser's assessment and discretion. On Apr. 22, 2024, the fund appended Equal Weight to its name.

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