Consolidated Edison Inc (ED) Historical Volatility

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

Consolidated Edison, Inc., through its subsidiaries, engages in the regulated electric, gas, and steam delivery businesses in the United States. It offers electric services to approximately 3.5 million customers in New York City and Westchester County; gas to approximately 1.1 million customers in Manhattan, the Bronx, parts of Queens, and Westchester County; and steam to approximately 1,555 customers in parts of Manhattan. The company also supplies electricity to approximately 0.3 million customers in southeastern New York and northern New Jersey; and gas to approximately 0.1 million customers in southeastern New York.

In addition, it operates 533 circuit miles of transmission lines; 15 transmission substations; 64 distribution substations; 87,564 in-service line transformers; 3,924 pole miles of overhead distribution lines; and 2,291 miles of underground distribution lines, as well as 4,350 miles of mains and 377,971 service lines for natural gas distribution. Further, the company owns, operates, and develops renewable and energy infrastructure projects; and provides energy-related products and services to wholesale and retail customers, as well as invests in electric and gas transmission projects. It primarily sells electricity to industrial, commercial, residential, and government customers. The company was founded in 1823 and is based in New York, New York.

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