Citi Trends Inc (CTRN) Historical Volatility

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

Citi Trends, Inc. operates as a value retailer of fashion apparel, accessories, and home goods. It offers apparel, such as fashion sportswear and footwear for men and ladies, as well as apparel for kids, including newborns, infants, toddlers, boys, and girls; sleepwear, lingerie, and scrubs for ladies; and kids uniforms and accessories. The company also provides accessories and beauty products that include handbags, luggage, hats, belts, sunglasses, jewelry, and watches, as well as undergarments and outerwear for men and women. In addition, it offers home and lifestyle products comprising home products for the bedroom, bathroom, kitchen, and decorative accessories; and food, tech, team sports, and health products, as well as seasonal items, books, and toys.

The company provides its products primarily to African American and Latinx families in the United States. As of January 29, 2022, it operated 609 stores in urban and rural markets in 33 states. The company was formerly known as Allied Fashion, Inc. and changed its name to Citi Trends, Inc. in 2001. Citi Trends, Inc. was founded in 1946 and is headquartered in Savannah, Georgia.

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