Annexon Inc (ANNX) Historical Volatility

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

Annexon, Inc., a clinical-stage biopharmaceutical company, discovers and develops therapeutics for autoimmune, neurodegenerative, and ophthalmic disorders. The company's C1q is an initiating molecule of the classical complement pathway that targets distinct disease processes, such as antibody-mediated autoimmune disease and complement-mediated neurodegeneration. Its product candidates include ANX005, a monoclonal antibody, which is in Phase II/III clinical trials to treat patients with guillain- barré syndrome; Phase II trial in patients with warm autoimmune hemolytic anemia; and Phase II clinical trial for Huntington's disease and amyotrophic lateral sclerosis.

The company is also developing ANX009 that is in Phase Ib trial in patients with lupus nephritis; and ANX007, which is in Phase II clinical trials to treat patients with geographic atrophy. In addition, it develops ANX105, an investigational monoclonal antibody targeting neurodegenerative indications; and ANX1502, an investigational oral small molecule for the treatment of certain autoimmune indications. The company was incorporated in 2011 and is headquartered in Brisbane, California.

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