Day Hagan Smart Sector ETF (SSUS) Historical Volatility

Tracking SSUS historical volatility helps you see how much Day Hagan Smart Sector 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, Day Hagan Smart Sector ETF's HV tells you what really happened. Use our scanner to monitor SSUS 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 SSUS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Day Hagan Smart Sector 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 fund is considered a "fund of funds" that, under normal market conditions, seeks to achieve its investment objective by principally investing in unaffiliated equity exchange traded funds ("ETFs") that track the performance of the individual sectors ("Sectors") of the S&P 500 Index. The Advisor will attempt to enhance returns relative to the index by overweighting and underweighting its exposure to the Sectors relative to the index and may reduce its overall exposure to ETFs as determined by its risk management model. It is non-diversified.

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