Citizens & Northern Corp (CZNC) Historical Volatility

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

Citizens & Northern Corporation operates as the bank holding company for Citizens & Northern Bank that provides a range of banking and mortgage services to individual and corporate customers. The company offers lending products include commercial, mortgage, and consumer loans, as well as specialized instruments, such as commercial letters-of-credit; and deposit products, including various types of checking accounts, passbook and statement savings accounts, money market accounts, interest checking accounts, individual retirement accounts, and certificates of deposits. It also offers wealth management services, including administration of trusts and estates, retirement plans, and other employee benefit plans, and investment management services; and a range of personal and commercial insurance products; mutual funds, annuities, educational savings accounts, and other investment products through registered agents.

In addition, the company reinsures credit and mortgage, life and accident, and health insurance products. As of December 31, 2021, it had 31 branch offices, including 23 in the Northern tier/Northcentral region of Pennsylvania, 2 in the Southern tier of New York State, 4 in Southeastern Pennsylvania, and 2 in Southcentral Pennsylvania, as well as a lending office in Elmira, New York. The company was founded in 1864 and is based in Wellsboro, Pennsylvania.

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