Amphastar Pharmaceuticals Inc (AMPH) Historical Volatility

Tracking AMPH historical volatility helps you see how much Amphastar Pharmaceuticals Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, AMPH's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AMPH 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. AMPH's 30 day historical volatility, or AMPH HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AMPH's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Amphastar Pharmaceuticals, Inc., a bio-pharmaceutical company, develops, manufactures, markets, and sells generic and proprietary injectable, inhalation, and intranasal products in the United States, China, and France. The company operates through two segments, Finished Pharmaceutical Products and API. It offers Primatene Mist, an over-the-counter epinephrine inhalation product for the temporary relief of mild symptoms of intermittent asthma; Enoxaparin, a low molecular weight heparin to prevent and treat deep vein thrombosis; Naloxone for opioid overdose; Glucagon for injection emergency kit; and Cortrosyn, a lyophilized powder for use as a diagnostic agent in the screening of patients with adrenocortical insufficiency.