Tracking UGA historical volatility helps you see how much United States Gasoline Fund LP'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, United States Gasoline Fund LP's HV tells you what really happened. Use our scanner to monitor UGA 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 UGA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing United States Gasoline Fund LP'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 fund invests in futures contracts for gasoline, other types of gasoline, crude oil, diesel-heating oil, natural gas and other petroleum-based fuels. The Benchmark Futures Contract is the futures contract on gasoline as traded on the New York Mercantile Exchange that is the near month contract to expire, except when the near month contract is within two weeks of expiration.
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 United States Gasoline Fund LP's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where UGA HV is running hot, cold, or in line. Make the UGA 30 day historical volatility — and every other window — work for your edge instead of against it.
