Acadian Asset Management Inc (AAMI) Historical Volatility

Tracking AAMI historical volatility helps you see how much Acadian Asset Management Inc'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, Acadian Asset Management Inc's HV tells you what really happened. Use our scanner to monitor AAMI 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 AAMI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Acadian Asset Management Inc'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.

Acadian Asset Management, Inc. is a holding company, which engages in the provision of asset management services. It operates through the Quant and Solutions segment. The Quant and Solutions segment involves leveraging data and technology in a computational, factor-based investment process across a range of asset classes and geographies, including Global, non-U.S., emerging markets, and managed volatility equities, as well as multi-asset products. The company was founded in 1980 and is headquartered in Boston, MA.

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 Acadian Asset Management Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where AAMI HV is running hot, cold, or in line. Make the AAMI 30 day historical volatility — and every other window — work for your edge instead of against it.