CalciMedica Inc (CALC) Historical Volatility

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

CalciMedica, Inc., a clinical-stage biotechnology company, focuses on developing therapies for life-threatening inflammatory diseases with unmet needs. Its proprietary technology targets the inhibition of calcium release-activated (CRAC) channels designs to modulate the immune response and protect against tissue cell injury in life-threatening inflammatory diseases. Its lead product candidate is Auxora, a proprietary intravenous-formulated CRAC channel inhibitor for the treatment of acute pancreatitis, asparaginase-associated acute pancreatitis, and acute kidney injury. The company is based in La Jolla, 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 CalciMedica Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CALC HV is running hot, cold, or in line. Make the CALC 30 day historical volatility — and every other window — work for your edge instead of against it.