Compass Diversified Holdings (CODI) Historical Volatility

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

Compass Diversified is a private equity firm specializing in add on acquisitions, buyouts, industry consolidation, recapitalization, late stage and middle market investments. It seeks to invest in niche industrial or branded consumer companies, manufacturing, distribution, consumer products, business services sector, safety & security, electronic components, food, foodservice. The firm prefers to invest in companies based in North America. It seeks to invest between $100 million and $800 million in companies with an EBITDA between $15 million to $80 million. It seeks to acquire controlling ownership interests in its portfolio companies and can make additional platform acquisitions.

The firm prefer to have majority stake in companies. The firm invests through its balance sheet and typically holds investments between five to seven years. Compass Diversified was founded in 2005 and is based in Westport, Connecticut with an additional office in Costa Mesa, 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 Compass Diversified Holdings's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CODI HV is running hot, cold, or in line. Make the CODI 30 day historical volatility — and every other window — work for your edge instead of against it.