Amentum Holdings Inc (AMTM) Historical Volatility

Tracking AMTM historical volatility helps you see how much Amentum Holdings 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, AMTM's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AMTM 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. AMTM's 30 day historical volatility, or AMTM HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AMTM'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.

Amentum Holdings, Inc. provides mission-critical, technology-driven services in government and commercial markets. It operates through two operating segments: Critical Mission Solutions and Cyber & Intelligence. The Critical Mission Solutions segment provides test, training, and operations services for missile defense systems, IT and engineering services to defense clients and the space sector, technological solutions, including installations, decommissioning, and environmental remediation to energy clients, and other highly technical consulting solutions. The Cyber & Intelligence segment provides advanced cyber training and data analytics for government professionals, advanced communication systems and aerial mapping technologies to national security clients, and other technical services for United States defense and intelligence clients.