Invesco PHLX Semiconductor ETF (SOXQ) Historical Volatility

Tracking SOXQ historical volatility helps you see how much Invesco PHLX Semiconductor 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 PHLX Semiconductor ETF's HV tells you what really happened. Use our scanner to monitor SOXQ 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 SOXQ 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco PHLX Semiconductor 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 PHLX Semiconductor ETF (Fund) is based on the PHLX Semiconductor Sector Index (Index). The Fund will normally invest at least 90% of its total assets in the securities that comprise the Index. The Index is designed to measure the performance of the 30 largest U.S.-listed securities of companies engaged in the semiconductor business. Semiconductors include products such as memory chips, microprocessors, integrated circuits and related equipment that serve a wide variety of purposes in various types of electronics, including in personal household products, automobiles and computers, among others.

The Index includes companies engaged in the design, distribution, manufacture and sale of semiconductors. The Fund and the Index are reconstituted annually in September and rebalanced quarterly in March, June, September and December.

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