First Mid Bancshares Inc (FMBH) Historical Volatility

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

First Mid Bancshares, Inc., a financial holding company, provides community banking products and services to commercial, retail, and agricultural customers in the United States. It accepts various deposit products, such as demand deposits, savings accounts, money market deposits, and time deposits. The company's loan products include commercial real estate, commercial and industrial, agricultural and agricultural real estate, residential real estate, and consumer loans; and other loans comprising loans to municipalities to support community projects, such as infrastructure improvements or equipment purchases.

It also offers wealth management services, which include estate planning, investment, and farm management and brokerage services for individuals; and employee benefit services for business enterprises. In addition, the company provides property and casualty, senior insurance products, and group medical insurance for businesses; and personal lines insurance to individuals. It operates through a network of 52 banking centers in Illinois and 14 offices in Missouri, as well as a loan production office in Indiana. The company was formerly known as First Mid-Illinois Bancshares, Inc. and changed its name to First Mid Bancshares, Inc. in April 2019. First Mid Bancshares, Inc. was founded in 1865 and is headquartered in Mattoon, Illinois.

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