Invesco S&P 500 Pure Growth ETF (RPG) Historical Volatility

Tracking RPG historical volatility helps you see how much Invesco S&P 500 Pure Growth 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, Invesco S&P 500 Pure Growth ETF's HV tells you what really happened. Use our scanner to monitor RPG 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 RPG 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco S&P 500 Pure Growth 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 Invesco S&P 500 Pure Growth ETF (Fund) is based on the S&P 500 Pure Growth Index (Index). The Fund will invest at least 90% of its total assets in securities that comprise the Index. The Index measures the performance of securities that exhibit strong growth characteristics in the S&P 500 Index. First, each security in the S&P 500 is assigned two “style scores” – one for value and one for growth – based on the characteristics of the issuer. The “value score” is measured using three factors: book-value-to-price ratio, earnings-to-price ratio, and sales-to-price ratio. The “growth score” is measured using three other factors: three-year sales per share growth, the three-year ratio of earnings per share change to price per share, and momentum (the 12-month percentage change in price).

The ratio between the growth score and the value score is used to rank each stock as either deep value, blend or deep growth. Only the deep growth stocks are selected and are factor weighted such that securities demonstrating the strongest growth characteristics receive proportionally greater weights. The Fund and the Index are rebalanced annually.

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 Invesco S&P 500 Pure Growth ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where RPG HV is running hot, cold, or in line. Make the RPG 30 day historical volatility — and every other window — work for your edge instead of against it.