Invesco S&P MidCap Quality ETF (XMHQ) Historical Volatility

Tracking XMHQ historical volatility helps you see how much Invesco S&P MidCap Quality 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, Invesco S&P MidCap Quality ETF's HV tells you what really happened. Use our scanner to monitor XMHQ 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 XMHQ 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco S&P MidCap Quality 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 Invesco S&P MidCap Quality ETF (Fund) is based on the S&P MidCap 400 Quality Index (Index). The Fund will invest at least 90% of its total assets in the component securities that comprise the Index. The Index is a modified market capitalization weighted index that holds approximately 80 securities in the S&P Midcap 400 Index that have the highest quality scores, which are computed based on a composite of three proprietary factors. The Fund and the Index are rebalanced semi-annually.

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 Invesco S&P MidCap Quality ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where XMHQ HV is running hot, cold, or in line. Make the XMHQ 30 day historical volatility — and every other window — work for your edge instead of against it.