REX WMT Growth & Income ETF (WMTI) Historical Volatility

Tracking WMTI historical volatility helps you see how much REX WMT Growth & Income 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, WMTI's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor WMTI 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. WMTI's 30 day historical volatility, or WMTI HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing WMTI'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.

Under typical market circumstances, this exchange-traded fund (ETF) allocates a minimum of 80% of its total capital (inclusive of borrowed funds) to investments directly in WMT stock, instruments providing exposure to WMT, or securities designed to yield income from WMT-related positions. Its principal strategy for achieving this notional WMT exposure involves utilizing various options contracts on WMT, encompassing both conventional exchange-traded options and customizable Flexible EXchange® (FLEX) Options. Investors should be aware that this fund is classified as non-diversified.