Caci International Inc (CACI) Historical Volatility

Tracking CACI historical volatility helps you see how much Caci International Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, CACI's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CACI 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. CACI's 30 day historical volatility, or CACI HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CACI's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

CACI International Inc, together with its subsidiaries, provides expertise and technology to enterprise and mission customers in support of national security missions and government modernization/transformation in the intelligence, defense, and federal civilian sectors. It operates in two segments, Domestic Operations and International Operations. The Domestic Operations segment offers information solutions and services to the U.S. federal government agencies and commercial enterprises in the areas, such as digital solutions, C4ISR, cyber and space, engineering services, enterprise IT, and mission support.