Tracking USFR historical volatility helps you see how much WisdomTree Floating Rate Treasury Fund's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, USFR's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor USFR 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. USFR's 30 day historical volatility, or USFR HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing USFR's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
The fund invests at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is designed to measure the performance of floating rate public obligations of the U.S. Treasury. The fund is non-diversified.
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