Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) Historical Volatility

Tracking XDTE historical volatility helps you see how much Roundhill S&P 500 0DTE Covered Call Strategy 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, XDTE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor XDTE 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. XDTE's 30 day historical volatility, or XDTE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing XDTE'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.

The Roundhill S&P 500 0DTE Covered Call Strategy ETF (“XDTE”) is the first ETF to utilize zero days to expiry (“0DTE”)*** options on the S&P 500. XDTE seeks to provide overnight exposure to the S&P 500 and generate income each morning by selling out-of-the-money 0DTE calls on the Index. XDTE is an actively-managed ETF.