Denison Mines Corp (DNN) Historical Volatility

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

Denison Mines Corp. engages in the acquisition, exploration, development, extraction, processing, selling of, and investing in uranium properties in Canada. Its flagship project is the 95% interest owned Wheeler River uranium project located in the Athabasca Basin region in northern Saskatchewan. The company was formerly known as International Uranium Corporation and changed its name to Denison Mines Corp. in December 2006. Denison Mines Corp. was founded in 1997 and is headquartered in Toronto, Canada.