Toyota Motor Corp ADRhedged (TMH) Historical Volatility

Tracking TMH historical volatility helps you see how much Toyota Motor Corp ADRhedged'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, Toyota Motor Corp ADRhedged's HV tells you what really happened. Use our scanner to monitor TMH 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 TMH 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Toyota Motor Corp ADRhedged'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 Series, under normal circumstances, invests at least 95% of its net assets in American Depositary Receipts (“ADRs”) of the Toyota Motor Corporation (the “Company”). It invests in the ADRs of the company and a currency swap (the “Currency Hedge Contract”) designed to hedge against fluctuations in the exchange rate between the U.S. dollar and the Japanese Yen (“Local Currency”). 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 Toyota Motor Corp ADRhedged's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where TMH HV is running hot, cold, or in line. Make the TMH 30 day historical volatility — and every other window — work for your edge instead of against it.