Evommune Inc (EVMN) Historical Volatility

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

Evommune, Inc. is a United States-based clinical-stage biotechnology company dedicated to advancing novel therapeutic solutions. Their primary focus lies in addressing the underlying mechanisms of chronic inflammatory diseases. Initial clinical development efforts are concentrated on conditions such as chronic spontaneous urticaria, atopic dermatitis, and ulcerative colitis. The company's investigational portfolio features EVO756, which is being developed for the treatment of chronic spontaneous urticaria (CSU) and atopic dermatitis (AD), and EVO301, intended for atopic dermatitis (AD) and ulcerative colitis (UC).

Established in 2020, Evommune operates from its headquarters in Palo Alto, California.

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