Chesapeake Utilities Corp (CPK) Historical Volatility

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

Chesapeake Utilities Corporation operates as an energy delivery company. The company operates through two segments, Regulated Energy and Unregulated Energy. The Regulated Energy segment engages in the natural gas distribution operations in central and southern Delaware, Maryland's eastern shore, and Florida; regulated natural gas transmission in the Delmarva Peninsula and Florida; and regulated electric distribution in northeast and northwest Florida. The Unregulated Energy segment engages in the propane operations in the Mid-Atlantic region, North Carolina, South Carolina, and Florida; unregulated natural gas transmission/supply operation in central and eastern Ohio; generation of electricity and steam; and provision of compressed natural gas, liquefied natural gas, and renewable natural gas transportation and pipeline solutions primarily to utilities and pipelines in the eastern United States.

This segment also provides other unregulated energy services, such as energy-related merchandise sales; heating, ventilation, and air conditioning services; and plumbing and electrical services. The company was founded in 1859 and is headquartered in Dover, Delaware.

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