Tracking EH historical volatility helps you see how much EHang Holdings Ltd ADR'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, EH's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EH 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. EH's 30 day historical volatility, or EH HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EH'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.
EHang Holdings Limited operates as an autonomous aerial vehicle (AAV) technology platform company in the People's Republic of China, East Asia, Europe, and internationally. It designs, develops, manufactures, sells, and operates AAVs, as well as their supporting systems and infrastructure for various industries and applications, including passenger transportation, logistics, smart city management, and aerial media solutions. The company was incorporated in 2014 and is headquartered in Guangzhou, the People's Republic of China.
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