Commvault Systems Inc (CVLT) Historical Volatility

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

Commvault Systems, Inc. provides data protection and information management software applications and related services in the United States and internationally. The company offers Commvault Backup and Recovery, a backup and recovery solution; Commvault Disaster Recovery, a replication and disaster recovery solution; and Commvault Complete Data Protection, a data protection solution. It also provides Commvault HyperScale X, an easy-to-deploy scale-out solution; Commvault Distributed Storage Platform that offers software-defined storage built on a hyperscale architecture; Metallic Cloud Storage service, which is the easy button to adopt secure and scalable cloud storage; and Metallic Software-as-a-Service.