iShares U.S. Thematic Rotation Active ETF (THRO) Historical Volatility

Tracking THRO historical volatility helps you see how much iShares U.S. Thematic Rotation Active 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, THRO's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor THRO 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. THRO's 30 day historical volatility, or THRO HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing THRO'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 iShares U.S. Thematic Rotation Active ETF seeks long-term capital appreciation.