Eastman Chemical Co (EMN) Historical Volatility

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

Eastman Chemical Company operates as a specialty materials company in the United States and internationally. The company's Additives & Functional Products segment offers hydrocarbon and rosin resins; organic acid-based solutions; amine derivative-based building blocks; metam-based soil fumigants, thiram and ziram based fungicides, and plant growth regulators; specialty coalescent, specialty and commodity solvents, paint additives, and specialty polymers; heat transfer and aviation fluids; insoluble sulfur and anti-degradant rubber additives; and performance resins. It serves transportation, personal care, wellness, food, feed, agriculture, building and construction, water treatment, energy, consumables, durables, and electronics markets.