Tracking VXZ historical volatility helps you see how much iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN'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, iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN's HV tells you what really happened. Use our scanner to monitor VXZ 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 VXZ 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN'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 iPath Series B S&P 500 VIX Mid-Term FuturesTM ETNs are designed to provide exposure to the S&P 500 VIX Mid-Term FuturesTM Index Total Return. The Index is designed to provide access to equity market volatility through CBOE Volatility Index futures.
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 iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VXZ HV is running hot, cold, or in line. Make the VXZ 30 day historical volatility — and every other window — work for your edge instead of against it.
