Defiance S&P 500 Target Income ETF (SPYT) Historical Volatility

Tracking SPYT historical volatility helps you see how much Defiance S&P 500 Target Income 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, SPYT's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor SPYT 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. SPYT's 30 day historical volatility, or SPYT HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing SPYT'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.

The fund’s strategy involves holding shares of unaffiliated passively managed ETFs that seek to track the performance of the index (“Index ETFs”) and selling daily credit call spreads on the index. Its daily credit call spread strategy consists of selling a call option and simultaneously buying another call option at a higher strike price for income generation. The fund is non-diversified.