ARMOUR Residential REIT Inc (ARR) Historical Volatility

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

ARMOUR Residential REIT, Inc. invests in residential mortgage-backed securities (MBS) in the United States. The company's securities portfolio primarily consists of the United States Government-sponsored entity's (GSE) and the Government National Mortgage Administration's issued or guaranteed securities backed by fixed rate, hybrid adjustable rate, and adjustable-rate home loans, as well as unsecured notes and bonds issued by the GSE and the United States treasuries, as well as money market instruments. It also invests in other securities backed by residential mortgages for which the payment of principal and interest is not guaranteed by a GSE or government agency.

The company has elected to be taxed as a real estate investment trust under the Internal Revenue Code. As a result, it would not be subject to corporate income tax on that portion of its net income that is distributed to shareholders. ARMOUR Residential REIT, Inc. was incorporated in 2008 and is based in Vero Beach, Florida.

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