TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) Historical Volatility

Tracking TSPY historical volatility helps you see how much TappAlpha S&P 500 Growth & Daily Income 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, TappAlpha S&P 500 Growth & Daily Income ETF's HV tells you what really happened. Use our scanner to monitor TSPY 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 TSPY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing TappAlpha S&P 500 Growth & Daily Income 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.

TSPY is the issuers first ETF. The objective of the issuer is to provide easier access to more sophisticated investment strategies. TSPY holds shares of SPDR S&P 500 Index trust (ticker: SPY) and writes call options each day to generate income. Options may be written against the shares of SPY, the S&P 500 index itself, SPX, or the Cboe Mini-SPX Index, XSP. The expiration dates for the call options will focus on using 0DTE, same day expiration, but may range up to one week. The portfolio manager aims to generate daily income and distribute the income monthly. Investors should note the high turnover rate of the fund and that distributions will be taxed as ordinary income.

The fund will hold US Treasury securities as collateral.

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 TappAlpha S&P 500 Growth & Daily Income ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where TSPY HV is running hot, cold, or in line. Make the TSPY 30 day historical volatility — and every other window — work for your edge instead of against it.