Tracking USCI historical volatility helps you see how much United States Commodity Index Fund'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 Commodity Index Fund's HV tells you what really happened. Use our scanner to monitor USCI 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 USCI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing United States Commodity Index Fund'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 seeks to achieve its investment objective by investing to the fullest extent possible in the Benchmark Component Futures Contracts. The SDCI is designed to reflect the performance of a diversified group of commodities.
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 Commodity Index Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where USCI HV is running hot, cold, or in line. Make the USCI 30 day historical volatility — and every other window — work for your edge instead of against it.
