Compugen Ltd (CGEN) Historical Volatility

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

Compugen Ltd., a clinical-stage therapeutic discovery and development company, researches, develops, and commercializes therapeutic and product candidates in Israel, the United States, and Europe. The company's immuno-oncology pipeline consists of COM701, an anti-PVRIG antibody that is in Phase I clinical study used for the treatment of solid tumors; COM902, a therapeutic antibody targeting TIGIT, which is in Phase I clinical study in patients with advanced malignancies as a monotherapy; Bapotulimab, a therapeutic antibody targeting ILDR2 that is in Phase I clinical study in patients with solid tumors; and AZD2936, a novel anti-TIGIT/PD-1 bispecific antibody, which is in Phase I/II clinical study in patients with advanced or metastatic non-small cell lung cancer.

Its therapeutic pipeline also includes early-stage immuno-oncology programs focused primarily on myeloid targets. The company has collaboration agreement with Bayer Pharma AG for the research, development, and commercialization of antibody-based therapeutics against the company's immune checkpoint regulators; Bristol-Myers Squibb to evaluate the safety and tolerability of COM701 in combination with Bristol-Myers Squibb's PD-1 immune checkpoint inhibitor Opdivo in patients with advanced solid tumors; and Johns Hopkins School of Medicine to evaluate novel T cell and myeloid checkpoint targets. It has license agreement with AstraZeneca for the development of bi-specific and multi-specific immuno-oncology antibody products; and research collaboration with Johns Hopkins University for myeloid. Compugen Ltd. was incorporated in 1993 and is headquartered in Holon, Israel.

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