Eagle Materials Inc (EXP) Historical Volatility

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

Eagle Materials Inc., through its subsidiaries, produces and supplies heavy construction materials and light building materials in the United States. It operates through Cement, Concrete and Aggregates, Gypsum Wallboard, and Recycled Paperboard segments. The company engages in the mining of limestone for the manufacture, production, distribution, and sale of Portland cement; grinding and sale of slag; and mining of gypsum for the manufacture and sale of gypsum wallboards used to finish the interior walls and ceilings in residential, commercial, and industrial structures. It also manufactures and sells recycled paperboard to gypsum wallboard industry and other paperboard converters, as well as containerboard and lightweight packaging grades.