Cresud ADR (CRESY) Historical Volatility

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

Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria, an agricultural company, produces basic agricultural commodities in Brazil and other Latin American countries. It operates through Agricultural Business, and Urban Properties and Investment Business segments. The Agricultural Business segment is involved in the planting, harvesting, and sale of crops, such as wheat, corn, soybeans, cotton, and sunflower, as well as sugarcane; sale of grain derivatives, including flour and oil; breeding, purchasing, and/or fattening of cattle for sale to meat processors and local livestock auction markets; provision of agricultural services; leasing of farms to third parties; disposal and development of farmlands; and brokerage activities.