Historical Volatility (Close-to-Close) (120-Day)
Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.
Roundhill NVDA WeeklyPay ETF (NVDW) had 120-Day Historical Volatility (Close-to-Close) of 0.3682 for 2025-10-20.
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