Ero Copper Corp (ERO) Historical Volatility

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

Ero Copper Corp., a base metals mining company, engages in the exploration, development, and production of mining projects in Brazil. It engages in the production and sale of copper concentrate from the MCSA Mining Complex located within the Curaçá Valley, northeastern Bahia state, as well as gold and silver byproducts. The company also holds a 100% interest in the Boa Esperança property, a copper development project located within southeastern Pará state; and NX Gold property located in Mato Grosso state. Ero Copper Corp. was incorporated in 2016 and is headquartered in Vancouver, Canada.

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