Tracking XDTE historical volatility helps you see how much Roundhill S&P 500 0DTE Covered Call Strategy ETF'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, Roundhill S&P 500 0DTE Covered Call Strategy ETF's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The XDTE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Roundhill S&P 500 0DTE Covered Call Strategy ETF'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 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.
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 Roundhill S&P 500 0DTE Covered Call Strategy ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where XDTE HV is running hot, cold, or in line. Make the XDTE 30 day historical volatility — and every other window — work for your edge instead of against it.
