MicroSectors U.S. Big Oil 3 Leveraged ETN (NRGU) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

MicroSectors U.S. Big Oil 3 Leveraged ETN (NRGU) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $144.6M, listed on AMEX, carrying a beta of -1.47 to the broader market. The notes are senior unsecured medium-term notes issued by Bank of Montreal with a return linked to a three times leveraged participation in the performance of the index, compounded daily, less a Daily Investor Fee, the Daily Financing Charge and, if applicable, the Redemption Fee Amount. public since 2025-02-20.

IV/HV history compares implied volatility to realized volatility over time. No recent options activity for NRGU as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how implied vs realized volatility is reported and how to read the data →