Evommune Inc (EVMN) Historical Volatility

Tracking EVMN historical volatility helps you see how much Evommune 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, EVMN's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. EVMN's 30 day historical volatility, or EVMN HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EVMN'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.

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).