Aspen Aerogels Inc (ASPN) Historical Volatility

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

Aspen Aerogels, Inc. designs, develops, manufactures, and sells aerogel insulation products primarily for use in the energy infrastructure and building materials markets in the United States, Asia, Canada, Europe, and Latin America. The company offers PyroThin thermal barriers for use in lithium-ion batteries in electric vehicles and energy storage industries; Pyrogel XTE that reduces the risk of corrosion under insulation in energy infrastructure operating systems; Pyrogel HPS for applications within the power generation market; Pyrogel XTF to provide protection against fire; Cryogel Z for sub-ambient and cryogenic applications in the energy infrastructure market; and Spaceloft Subsea for use in pipe-in-pipe applications in offshore oil production.