Invesco S&P 500 Top 50 ETF (XLG) Historical Volatility

Tracking XLG historical volatility helps you see how much Invesco S&P 500 Top 50 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, XLG's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor XLG 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. XLG's 30 day historical volatility, or XLG HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing XLG'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 Invesco S&P 500 Top 50 ETF (Fund) is based on the S&P 500 Top 50 Index (Index). The Fund will invest at least 90% of its total assets in securities that comprise the Index. The Index is composed of 50 of the largest companies in the S&P 500 Index. The Fund and the Index are reconstituted annually.