Eagle Bancorp Inc (MD) (EGBN) Historical Volatility

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

Eagle Bancorp, Inc. operates as the bank holding company for EagleBank that provides commercial and consumer banking services primarily in the United States. The company also offers various commercial and consumer lending products comprising commercial loans for working capital, equipment purchases, real estate lines of credit, and government contract financing; asset based lending and accounts receivable financing; construction and commercial real estate loans; business equipment financing; consumer home equity lines of credit, personal lines of credit, and term loans; consumer installment loans, such as auto and personal loans; personal credit cards; and residential mortgage loans.

In addition, it provides online and mobile banking services; and other services, including cash management services, business sweep accounts, lock boxes, remote deposit captures, account reconciliation services, merchant card services, safety deposit boxes, and automated clearing house origination, as well as after-hours depositories and ATM services. Further, the company offers insurance products and services through a referral program. The company serves sole proprietors, small and medium-sized businesses, partnerships, corporations, non-profit organizations and associations, and individuals, as well as investors. As of December 31, 2021, it operated seventeen banking offices comprising 6 in Suburban Maryland, 5 in the District of Columbia, and 6 in Northern Virginia. Eagle Bancorp, Inc. was incorporated in 1997 and is headquartered in Bethesda, Maryland.

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