2x Long VIX Futures ETF (UVIX) Historical Volatility

Tracking UVIX historical volatility helps you see how much 2x Long VIX Futures 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, 2x Long VIX Futures ETF's HV tells you what really happened. Use our scanner to monitor UVIX 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 UVIX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing 2x Long VIX Futures 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.

The index measures the daily performance of a portfolio of long positions in first and second month VIX futures contracts. This theoretical portfolio is rolled each day to maintain a consistent time to maturity of the futures contracts. The index is calculated daily at 4:00 p.m. (Eastern time) and at a value calculated from the average price for the futures contracts between 3:45 p.m. (Eastern time) and 4:00 p.m. (Eastern time).

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 2x Long VIX Futures ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where UVIX HV is running hot, cold, or in line. Make the UVIX 30 day historical volatility — and every other window — work for your edge instead of against it.