Citi Trends Inc (CTRN) Historical Volatility

Tracking CTRN historical volatility helps you see how much Citi Trends Inc'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, CTRN's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. CTRN's 30 day historical volatility, or CTRN HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CTRN'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.

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.