Eagle Materials Inc (EXP) Historical Volatility

Tracking EXP historical volatility helps you see how much Eagle Materials 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, Eagle Materials Inc's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EXP 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Eagle Materials 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.

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.

In addition, the company engages in the sale of ready-mix concrete; and mining, extracting, production, and sale of aggregates, including crushed stones, sand, and gravel. Its products are used in commercial and residential construction; public construction projects; and projects to build, expand, and repair roads and highways. The company was formerly known as Centex Construction Products, Inc. and changed its name to Eagle Materials, Inc. in January 2004. Eagle Materials Inc. was founded in 1963 and is headquartered in Dallas, Texas.

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