Axsome Therapeutics Inc (AXSM) Historical Volatility

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

Axsome Therapeutics, Inc., a biopharmaceutical company, engages in the development of novel therapies for central nervous system (CNS) disorders in the United States. The company's product pipeline includes AXS-05, a therapeutic for the treatment of major depressive disorder and resistant depression disorders; and that is in the Phase III clinical trial to treat Alzheimer's disease agitation, as well as that has completed phase II clinical trial for the treatment of smoking cessation. It is also developing AXS-07, a novel, oral, rapidly absorbed, multi-mechanistic, and investigational medicine that has completed two Phase III trials for the acute treatment of migraine; AXS-12, a selective and potent norepinephrine reuptake inhibitor, which is in Phase III trial to treat narcolepsy; and AXS-14, a novel, oral, and investigational medicine that is in Phase III trial for the treatment of fibromyalgia.

Axsome Therapeutics, Inc. has a research collaboration agreement with Duke University for evaluating AXS-05 in smoking cessation. The company was incorporated in 2012 and is based in New York, New York.

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