Invesco S&P SmallCap Value with Momentum ETF (XSVM) Historical Volatility

Tracking XSVM historical volatility helps you see how much Invesco S&P SmallCap Value with Momentum 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 SmallCap Value with Momentum ETF's HV tells you what really happened. Use our scanner to monitor XSVM 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 XSVM 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco S&P SmallCap Value with Momentum 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 SmallCap Value with Momentum ETF (Fund) is based on the S&P 600 High Momentum Value Index (Index). The Fund will invest at least 90% of its total assets in the component securities that comprise the Index. The Index is composed of 120 securities in the S&P SmallCap 600 Index having the highest "value scores" and "momentum scores," calculated pursuant to the index methodology. Index constituents are weighted by their value scores; securities with higher value scores receive relatively greater weights. The Fund and the Index are rebalanced and reconstituted 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 SmallCap Value with Momentum ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where XSVM HV is running hot, cold, or in line. Make the XSVM 30 day historical volatility — and every other window — work for your edge instead of against it.