Empire State Realty Trust Inc (ESRT) Historical Volatility

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

Empire State Realty Trust, Inc. (NYSE: ESRT), a leading real estate investment trust (REIT), owns, manages, operates, acquires and repositions office and retail properties in Manhattan and the greater New York metropolitan area, including the Empire State Building, the World's Most Famous Building. Headquartered in New York, New York, the Company's office and retail portfolio covers 10.1 million rentable square feet, as of September 30, 2020, consisting of 9.4 million rentable square feet in 14 office properties, including nine in Manhattan, three in Fairfield County, Connecticut, and two in Westchester County, New York; and approximately 700,000 rentable square feet in the retail portfolio.