What is the EDGQ variance risk premium?

The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. EDGQ is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.

What does EDGQ IV rank mean for strategy selection?

IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. EDGQ's current rank signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.

Global X - Nasdaq-100 Income Edge ETF (EDGQ) 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.

Global X - Nasdaq-100 Income Edge ETF (EDGQ) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $857,752, listed on AMEX, carrying a beta of 0.00 to the broader market. The Global X Nasdaq-100 Income Edge ETF (EDGQ) seeks to provide current income and exposure to the Nasdaq-100 Index. Led by Vanessa Yang, public since 2026-02-17.

Snapshot as of May 29, 2026.

Spot Price: $28.95
ATM IV: 56.5%

As of May 29, 2026, Global X - Nasdaq-100 Income Edge ETF (EDGQ) ATM implied volatility is 56.5%.

How EDGQ iv/hv history Data Feeds Strategy Selection

Strategy selection on Global X - Nasdaq-100 Income Edge ETF options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 56.5% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the EDGQ IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 56.5%. . Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

EDGQ IV/HV regimes and trade selection

Using EDGQ vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Backwardation (negative slope -0.143) indicates acute near-term event risk - near-dated tenors price disproportionate vol. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

EDGQ IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

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

Daily ATM implied volatility and 20-day realized (historical) volatility for EDGQ over the last ~4 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Daily values from end-of-day option_ticker_snapshots. Series sparse on illiquid tickers reflects gaps in the upstream end-of-day options data feed.

Most recent 4 trading days (descending). Older history appears in the chart above.

Date	ATM IV	HV 20d	HV 60d	IV Rank
May 29, 2026	56.5%	-	-	-
May 28, 2026	53.6%	-	-	-
May 27, 2026	144.4%	-	-	-
May 26, 2026	47.8%	-	-	-

Frequently asked EDGQ iv/hv history questions

Is EDGQ options pricing rich or cheap right now?: As of May 29, 2026, Global X - Nasdaq-100 Income Edge ETF (EDGQ) ATM IV is 56.5%.
What is the EDGQ variance risk premium?: The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. EDGQ is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does EDGQ IV rank mean for strategy selection?: IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. EDGQ's current rank signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.