BrightSpire Capital Inc (BRSP) Historical Volatility

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

BrightSpire Capital, Inc. operates as a commercial real estate (CRE) credit real estate investment trust in the United States. It focuses on originating, acquiring, financing, and managing a portfolio of CRE senior mortgage loans, mezzanine loans, preferred equity, debt securities, and net leased properties. The company qualifies as a real estate investment trust for federal income tax purposes. The company was formerly known as Colony Credit Real Estate, Inc. and changed its name to BrightSpire Capital, Inc. in June 2021. BrightSpire Capital, Inc. was incorporated in 2017 and is headquartered in New York, New York.

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