Tracking SWAN historical volatility helps you see how much Amplify BlackSwan Growth & Treasury Core 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, Amplify BlackSwan Growth & Treasury Core ETF's HV tells you what really happened. Use our scanner to monitor SWAN 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 SWAN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Amplify BlackSwan Growth & Treasury Core 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 BlackSwan ETF seeks investment results that correspond to the S-Network BlackSwan Core Index (the Index). The Index’s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of the ETF will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY Options in the form of in-the-money calls.
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 Amplify BlackSwan Growth & Treasury Core ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SWAN HV is running hot, cold, or in line. Make the SWAN 30 day historical volatility — and every other window — work for your edge instead of against it.
