Bank of Marin Bancorp (BMRC) Historical Volatility

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

Bank of Marin Bancorp operates as the holding company for Bank of Marin that provides a range of financial services primarily to small to medium-sized businesses, professionals, not-for-profit organizations, and individuals in California, the United States. It offers personal and business checking and savings accounts; and individual retirement, health savings, and demand deposit marketplace accounts, as well as time certificates of deposit, certificate of deposit account registry and insured cash sweep services. The company also provides commercial real estate, commercial and industrial, and consumer loans, as well as construction financing and home equity lines of credit.

In addition, it offers merchant and payroll, and cash management services; credit cards; fraud detection tools; and mobile deposit, remote deposit capture, automated clearing house, wire transfer, and image lockbox services. Further, the company provides wealth management and trust services comprising customized investment portfolio management, financial planning, trust administration, estate settlement, and custody services, as well as 401(k) plan services; and automated teller machines, and telephone and digital banking services. It operates through 12 branch offices in Marin, southern Sonoma counties, and north of San Francisco, California; and a loan production office in San Francisco. The company was incorporated in 1989 and is headquartered in Novato, 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 Bank of Marin Bancorp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BMRC HV is running hot, cold, or in line. Make the BMRC 30 day historical volatility — and every other window — work for your edge instead of against it.