State Street SPDR US Small Cap Low Volatility Index ETF (SMLV) Historical Volatility

Tracking SMLV historical volatility helps you see how much State Street SPDR US Small Cap Low Volatility Index 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, State Street SPDR US Small Cap Low Volatility Index ETF's HV tells you what really happened. Use our scanner to monitor SMLV 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 SMLV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing State Street SPDR US Small Cap Low Volatility Index 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 State Street SPDR US Small Cap Low Volatility Index ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the State Street US Small Cap Low Volatility Index (the "Index")The index constituents are a subset of the 2000 U.S. stocks list on a U.S. exchange whose market capitalizations rank from 1,001 to 3,000 as of the Index rebalance dateIndex utilizes a rules based process that seeks to increase exposure to stocks in the Index universe that exhibit low volatilityThe index weights securities such that securities with the lower volatility receive the highest weights, subject to liquidity constraints

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 State Street SPDR US Small Cap Low Volatility Index ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SMLV HV is running hot, cold, or in line. Make the SMLV 30 day historical volatility — and every other window — work for your edge instead of against it.