WisdomTree U.S. Value Fund (WTV) Historical Volatility

Tracking WTV historical volatility helps you see how much WisdomTree U.S. Value 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 U.S. Value Fund's HV tells you what really happened. Use our scanner to monitor WTV 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 WTV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing WisdomTree U.S. Value 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, an exchange traded fund, is actively managed using a model-based approach. It seeks to achieve its investment objective by investing primarily in U.S. equity securities that provide a high "total shareholder yield" and exhibit favorable quality characteristics that demonstrate a company's profitability, such as strong ROE and/or ROA. The fund invests primarily in equity securities of companies domiciled in the U.S. or listed on a U.S. exchange. The advisor generally expects to invest in large- and mid-capitalization companies and may invest in any sector. The fund 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 U.S. Value Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where WTV HV is running hot, cold, or in line. Make the WTV 30 day historical volatility — and every other window — work for your edge instead of against it.