Invesco S&P 500 Momentum ETF (SPMO) Historical Volatility

Tracking SPMO historical volatility helps you see how much Invesco S&P 500 Momentum 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 S&P 500 Momentum ETF's HV tells you what really happened. Use our scanner to monitor SPMO 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 SPMO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco S&P 500 Momentum 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 S&P 500 Momentum ETF (Fund) is based on the S&P 500 Momentum Index (Index). The Fund generally will invest at least 90% of its total assets in the securities that comprise the Index. The Index tracks the performance of stocks in the S&P 500 Index that have a high "momentum score". The Fund and Index are reconstituted and rebalanced twice a year on the third Fridays of March and September. Constituents are weighted by their market capitalization and their momentum score. As of 08/31/2025 the Fund had an overall rating of 5 stars out of 1252 funds and was rated 5 stars out of 1252 funds, 5 stars out of 1149 funds and N/A stars out of N/A funds for the 3-, 5- and 10- year periods, respectively.

Source: Morningstar Inc. Ratings are based on a risk-adjusted return measure that accounts for variation in a fund's monthly performance, placing more emphasis on downward variations and rewarding consistent performance. Open-end mutual funds and exchange-traded funds are considered a single population for comparison purposes. Ratings are calculated for funds with at least a three year history. The overall rating is derived from a weighted average of three-, five- and 10-year rating metrics, as applicable, excluding sales charges and including fees and expenses. ©2025 Morningstar Inc. All rights reserved. The information contained herein is proprietary to Morningstar and/or its content providers. It may not be copied or distributed and is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance does not guarantee future results. The top 10% of funds in a category receive five stars, the next 22.5% four stars, the next 35% three stars, the next 22.5% two stars and the bottom 10% one star. Ratings are subject to change monthly. Had fees not been waived and/or expenses reimbursed currently or in the past, the Morningstar rating would have been lower. Ratings for other share classes may differ due to different performance characteristics.

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 S&P 500 Momentum ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SPMO HV is running hot, cold, or in line. Make the SPMO 30 day historical volatility — and every other window — work for your edge instead of against it.