Academy Sports and Outdoors Inc (ASO) Historical Volatility

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

Academy Sports and Outdoors, Inc., through its subsidiaries, operates as a sporting goods and outdoor recreational products retailer in the United States. The company sells coolers and drinkware, camping accessories, camping equipment, sunglasses, backpacks, and sports bags; marine equipment and fishing rods, reels, baits, and equipment; firearms, ammunition, archery and archery equipment, camouflage apparel, waders, shooting accessories, optics, airguns, and hunting equipment; team sports equipment, including baseball, football, basketball, soccer, golf, racket sports, and volleyball; fitness equipment and accessories, and nutrition supplies; and patio furniture, outdoor cooking, wheeled goods, trampolines, playsets, watersports, and pet equipment, as well as electronics products, watches, consumables, batteries, etc.

It also offers outdoor apparel, seasonal apparel, denim, work apparel, graphic t-shirts, and accessories; boys and girls outdoor and athletic apparel; sporting apparel and apparel for fitness; professional and collegiate team licensed apparel and accessories; casual shoes and slippers, work and western boots, youth footwear, socks, and hunting and seasonal footwear; and boys and girls athletic footwear, running shoes, athletic lifestyle and training shoes, team and specialty sports footwear, and slides. The company sells its products under the Academy Sports + Outdoors, Magellan Outdoors, BCG, O'rageous, Outdoor Gourmet, and Freely brand names. As of June 14, 2022, it operated 260 retail locations in 16 contiguous states. The company also sells merchandise to customers through the academy.com website. Academy Sports and Outdoors, Inc. was founded in 1938 and is headquartered in Katy, Texas.

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