Motley Fool 100 Index ETF (TMFC) Historical Volatility

Tracking TMFC historical volatility helps you see how much Motley Fool 100 Index 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, Motley Fool 100 Index ETF's HV tells you what really happened. Use our scanner to monitor TMFC 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 TMFC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Motley Fool 100 Index 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.

Under normal circumstances, at least 80% of the fund's total assets (exclusive of any collateral held from securities lending) will be invested in the component securities of the index. The index was established by TMF in 2017 and is a proprietary, rules-based index designed to track the performance of the 100 largest, most liquid U.S. companies that have been recommended by TMF’s analysts and newsletters. The fund 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 Motley Fool 100 Index ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where TMFC HV is running hot, cold, or in line. Make the TMFC 30 day historical volatility — and every other window — work for your edge instead of against it.