Fedex Corp (FDX) Historical Volatility

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

FedEx Corporation provides transportation, e-commerce, and business services in the United States and internationally. The company's FedEx Express segment offers express transportation, small-package ground delivery, and freight transportation services; time-critical transportation services; and cross-border enablement, technology, and e-commerce transportation solutions. Its FedEx Ground segment provides day-certain delivery services to businesses and residences. The company's FedEx Freight segment offers less-than-truckload freight transportation services. As of May 31, 2022, this segment had approximately 30,000 vehicles and 400 service centers.

Its FedEx Services segment provides sales, marketing, information technology, communications, customer service, technical support, billing and collection, and back-office support services. The company's Corporate, Other and Eliminations segment offers integrated supply chain management solutions, specialty transportation, customs brokerage, and global ocean and air freight forwarding services; and document and business services, as well as retail access to its customers for its package transportation businesses. FedEx Corporation was founded in 1971 and is based in Memphis, Tennessee.

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