Fennec Pharmaceuticals Inc (FENC) Historical Volatility

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

Fennec Pharmaceuticals Inc. operates as a biopharmaceutical company. Its product candidate in the clinical stage of development is PEDMARK, a formulation of sodium thiosulfate for the prevention of platinum-induced ototoxicity in pediatric cancer patients. The company was formerly known as Adherex Technologies Inc. and changed its name to Fennec Pharmaceuticals Inc. in September 2014. Fennec Pharmaceuticals Inc. was incorporated in 1996 and is based in Research Triangle Park, North Carolina.

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