Credicorp Ltd (BAP) Historical Volatility

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

Credicorp Ltd., a financial service holding company, provides various financial, insurance, and health services and products primarily in Peru and internationally. The company's Universal Banking segment offers deposits and current accounts, and various credits and financial instruments to individuals and legal entities. Its Insurance and Pensions segment issues insurance policies to cover losses in commercial property, transportation, marine vessels, automobile, life, health, and pensions, as well as provides private pension fund management services. The company's Microfinance segment manages loans, credits, deposits, and current accounts of the small and microenterprises.

Its Investment Banking and Wealth Management segment offers its services to corporations, institutional investors, governments, and foundations; engages in structuring and placement of issues in the primary market, as well as the execution and negotiation of operations in the secondary market; and structures securitization processes for corporate customers and manages mutual funds. The company was founded in 1889 and is headquartered in Lima, Peru.

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