Cresud ADR (CRESY) Historical Volatility

Tracking CRESY historical volatility helps you see how much Cresud ADR'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, Cresud ADR's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CRESY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Cresud ADR'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.

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.

The Urban Properties and Investment Business segment leases, rents, and services commercial and other spaces in shopping malls; leases offices and other rental spaces; develops, maintains, and sells undeveloped parcels of land and/or trading properties; and operates hotels, as well as engages in the entertainment activities. The company was incorporated in 1936 and is headquartered in Buenos Aires, Argentina.

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