VanEck Morningstar SMID Moat ETF (SMOT) Historical Volatility

Tracking SMOT historical volatility helps you see how much VanEck Morningstar SMID Moat ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, SMOT's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor SMOT 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. SMOT's 30 day historical volatility, or SMOT HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing SMOT's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

VanEck Morningstar SMID Moat ETF (SMOT) seeks to track as closely as possible, before fees and expenses, the price and yield performance of the Morningstar US Small-Mid Cap Moat Focus IndexSM (MSUMMFGU), which is intended to track the overall performance of small- and mid-cap companies with sustainable competitive advantages and attractive valuations according to Morningstar's equity research team.