Abercrombie & Fitch Co (ANF) Historical Volatility

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

Abercrombie & Fitch Co., through its subsidiaries, operates as a specialty retailer. The company operates in two segments, Hollister and Abercrombie. It offers an assortment of apparel, personal care products, and accessories for men, women, and children under the Hollister, Abercrombie & Fitch, abercrombie kids, Moose, Seagull, Gilly Hicks, and Social Tourist brands. As of January 29, 2022, it operated approximately 729 retail stores in Europe, Asia, Canada, the Middle East, United States, and internationally. The company sells products through its stores; various third-party wholesale, franchise, and licensing arrangements; and e-commerce platforms.