Capricor Therapeutics Inc (CAPR) Historical Volatility

Tracking CAPR historical volatility helps you see how much Capricor Therapeutics 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, CAPR's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CAPR 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. CAPR's 30 day historical volatility, or CAPR HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CAPR'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.

Capricor Therapeutics, Inc., a clinical-stage biotechnology company, focuses on the development of transformative cell and exosome-based therapeutics for the treatment and prevention of spectrum of diseases and disorders. Its lead candidate, CAP-1002, an allogeneic cardiac-derived cell therapy, which has completed phase III clinical trial for the treatment of patients with late-stage Duchenne muscular dystrophy (DMD); and CAP-1002, which is in Phase II clinical trial for the treatment of cytokine storm associated with SARS-CoV-2. The company also develops CAP-2003 that is in pre-clinical development for the treatment of trauma related injuries and conditions; and two vaccine candidates, which are in development stage for the potential prevention of COVID-19.