Dynex Capital Inc (DX) Historical Volatility

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

Dynex Capital, Inc., a mortgage real estate investment trust, invests in mortgage-backed securities (MBS) on a leveraged basis in the United States. It invests in agency and non-agency MBS consisting of residential MBS, commercial MBS (CMBS), and CMBS interest-only securities. Agency MBS have a guaranty of principal payment by an agency of the U.S. government or a U.S. government-sponsored entity, such as Fannie Mae and Freddie Mac. Non-Agency MBS have no such guaranty of payment. The company has qualified as a real estate investment trust for federal income tax purposes. It generally would not be subject to federal income taxes if it distributes at least 90% of its taxable income to its stockholders.

The company was incorporated in 1987 and is headquartered in Glen Allen, Virginia.

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