Factset Research Systems Inc (FDS) Historical Volatility

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

FactSet Research Systems Inc., a financial data and analytics company, provides integrated financial information and analytical applications to the investment community in the Americas, Europe, the Middle East, Africa, and the Asia Pacific. The company delivers insight and information through the workflow solutions of research, analytics and trading, content and technology solutions, and wealth. It serves portfolio managers, investment banks, asset managers, wealth advisors, corporate clients, and other financial services entities. FactSet Research Systems Inc. was founded in 1978 and is headquartered in Norwalk, Connecticut.

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