BJ's Wholesale Club Holdings Inc (BJ) Historical Volatility

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

BJ's Wholesale Club Holdings, Inc., together with its subsidiaries, operates warehouse clubs on the east coast of the United States. It provides perishable, general merchandise, gasoline, and other ancillary services. The company sells its products through the websites BJs.com, BerkleyJensen.com, Wellsleyfarms.com, and Delivery.bjs.com as well as the mobile app. As of June 10, 2022, it operated 229 warehouse clubs and 160 gas locations in 17 states. The company was formerly known as Beacon Holding Inc. and changed its name to BJ's Wholesale Club Holdings, Inc. in February 2018. BJ's Wholesale Club Holdings, Inc.

was founded in 1984 and is headquartered in Westborough, Massachusetts.

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