Tracking WTMF historical volatility helps you see how much WisdomTree Managed Futures Strategy Fund'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, WisdomTree Managed Futures Strategy Fund's HV tells you what really happened. Use our scanner to monitor WTMF 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 WTMF 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing WisdomTree Managed Futures Strategy Fund'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 fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. It is non-diversified.
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 WisdomTree Managed Futures Strategy Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where WTMF HV is running hot, cold, or in line. Make the WTMF 30 day historical volatility — and every other window — work for your edge instead of against it.
