Tracking VPU historical volatility helps you see how much Vanguard Utilities ETF'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, VPU's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor VPU 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. VPU's 30 day historical volatility, or VPU HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing VPU'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.
Seeks to track the performance of a benchmark index that measures the investment return of stocks in the utilities sector. Passively managed, using a full-replication strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that distribute electricity, water, or gas, or that operate as independent power producers.
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