Banc of California Inc (BANC) Historical Volatility

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

Banc of California, Inc. operates as the bank holding company for Banc of California, National Association that provides banking products and services in the United States. The company offers deposit products, including checking, savings, money market, retirement, and interest-bearing and noninterest-bearing demand accounts, as well as certificate of deposits. It also provides various commercial and consumer loan products, such as commercial and industrial loans; commercial real estate and multifamily loans; construction loans; single family residential mortgage loans; warehouse and indirect/direct leveraged lending; home equity lines of credit; small business administration loans; and other consumer loans.

In addition, the company offers automated bill payment, cash and treasury management, foreign exchange, card payment, remote and mobile deposit capture, automated clearing house origination, wire transfer, direct deposit, and internet banking services; and master demand accounts, interest rate swaps, and safe deposit boxes. Further, it invests in collateralized loan obligations, agency securities, municipal bonds, agency residential mortgage-backed securities, and corporate debt securities. As of December 31, 2020, the company operated 29 full-service branches in Southern California. The company was formerly known as First PacTrust Bancorp, Inc. and changed its name to Banc of California, Inc. in July 2013. Banc of California, Inc. was founded in 1941 and is headquartered in Santa Ana, 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 Banc of California Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BANC HV is running hot, cold, or in line. Make the BANC 30 day historical volatility — and every other window — work for your edge instead of against it.