Core & Main Inc

CNMNYSE · USD
45.97USD-0.98 (-2.09%)
865

Core & Main Inc (CNM) Historical Volatility

CNM's 30 day historical volatility is 35.07%, in the 74th percentile of readings over the past year. This is a high percentile, meaning Core & Main Inc shares have swung far more than usual. CNM's 30 day implied volatility sits at 41.18%, with an IV Rank of 40.48%, leaving IV 6.11 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 5, 2026.

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

Core & Main, Inc. distributes water, wastewater, storm drainage, and fire protection products and related services to municipalities, private water companies, and professional contractors in the municipal, non-residential, and residential end markets in the United States. Its products include pipes, valves, hydrants, fittings, and other products and services; storm drainage products, such as corrugated piping systems, retention basins, inline drains, manholes, grates, geosynthetics, and other related products; fire protection products, including fire protection pipes, sprinkler heads and other devices, fire suppression systems, and related accessories, as well as fabrication services; and meter products, such as smart meter products, installation, software and other services.

Historical Volatility

HV Percentile
74thHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)35.07%

HV Percentile74th

Implied Volatility (30d)41.18%

IV Rank40.48%

IV Minus HV+6.11%

As of Nov 5, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 5, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 5, 2026

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