Elbit Systems Ltd (ESLT) Historical Volatility

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

Elbit Systems Ltd. develops and supplies a portfolio of airborne, land, and naval systems and products for the defense, homeland security, and commercial aviation applications primarily in Israel. The company offers military aircraft and helicopter systems; commercial aviation systems and aerostructures; unmanned aircraft systems; electro-optic, night vision, and countermeasures systems; naval systems; land vehicle systems; munitions, such as precision munitions for land, air, and sea applications; command, control, communications, computer, intelligence, surveillance and reconnaissance, and cyber systems; electronic warfare and signal intelligence systems; and other commercial activities.

It also manufactures and sells data links and radio communication systems and equipment, and cyber intelligence, autonomous, and homeland security solutions; laser systems and products; guided rocket systems; and armored vehicle and other platforms survivability and protection systems, as well as provides various training and support services. The company markets its systems and products as a prime contractor or subcontractor to various governments and companies. It also has operations in the United States, Europe, Latin America, the Asia-Pacific, and internationally. The company was incorporated in 1966 and is based in Haifa, Israel.

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