Simplify Volatility Premium ETF (SVOL) Historical Volatility

Tracking SVOL historical volatility helps you see how much Simplify Volatility Premium 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, Simplify Volatility Premium ETF's HV tells you what really happened. Use our scanner to monitor SVOL 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 SVOL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Simplify Volatility Premium 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 Simplify Volatility Premium ETF (SVOL) seeks to provide investment results, before fees and expenses, that correspond to approximately one-fifth to three-tenths (-0.2x to -0.3x) the inverse of the performance of the Cboe Volatility Index (VIX) short-term futures index while also seeking to mitigate extreme volatility. We believe many traditional sources of income are failing to meet investor needs in today’s low yield environment. SVOL aims to provide an attractive income stream and source of diversification while seeking to avoid risks inherent in other income-producing asset classes. The fund’s short VIX position provides investors an optimized exposure for monetizing the premium in the VIX futures market.

A modest option overlay budget is then deployed into VIX call options to help protect against adverse moves in VIX.

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