BJ's Restaurant Inc (BJRI) Historical Volatility

Tracking BJRI historical volatility helps you see how much BJ's Restaurant 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 Restaurant Inc's HV tells you what really happened. Use our scanner to monitor BJRI 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 BJRI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing BJ's Restaurant 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 Restaurants, Inc. owns and operates casual dining restaurants in the United States. The company's restaurants offer pizzas, craft and other beers, appetizers, entrées, pastas, sandwiches, specialty salads, and desserts. As of April 19, 2022, it operated 213 restaurants in 29 states. The company was founded in 1978 and is based in Huntington Beach, 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 BJ's Restaurant Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BJRI HV is running hot, cold, or in line. Make the BJRI 30 day historical volatility — and every other window — work for your edge instead of against it.