Sprott Gold Miners ETF (SGDM) Historical Volatility

Tracking SGDM historical volatility helps you see how much Sprott 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 Gold Miners ETF's HV tells you what really happened. Use our scanner to monitor SGDM 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 SGDM 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Sprott 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 underlying index aims to track the performance of gold companies located in the U.S. and Canada whose common stocks or American Depositary Receipts ("ADRs") are traded on the Toronto Stock Exchange, the New York Stock Exchange and NASDAQ. The fund will normally invest at least 90% of its net assets in securities that comprise the index. 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 Sprott Gold Miners ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SGDM HV is running hot, cold, or in line. Make the SGDM 30 day historical volatility — and every other window — work for your edge instead of against it.