Sprott Junior Gold Miners ETF (SGDJ) Historical Volatility

Tracking SGDJ historical volatility helps you see how much Sprott Junior Gold Miners 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, Sprott Junior Gold Miners ETF's HV tells you what really happened. Use our scanner to monitor SGDJ 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 SGDJ 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Sprott Junior Gold Miners 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 fund will invest at least 90% of its net assets in securities that comprise the underlying index. The underlying index aims to track the performance of "junior" gold companies primarily located in the U.S., Canada and Australia whose common stock, American Depositary Receipts ("ADRs") or Global Depositary Receipts ("GDRs") are traded on a regulated stock exchange in the form of shares tradeable for foreign investors without any restrictions. It 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 Sprott Junior Gold Miners ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SGDJ HV is running hot, cold, or in line. Make the SGDJ 30 day historical volatility — and every other window — work for your edge instead of against it.