Forum Markets Inc (FRMM) Historical Volatility

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

ETHZilla Corp. is a technology company in the decentralized finance (DeFi) industry, which intends to connect financial institutions, businesses, and organizations worldwide by enabling secure, accessible blockchain transactions through Ethereum Network protocol implementations. It continues to maintain the deployment and development of its biotech and gaming operations. The company was founded by Marc Feldmann, Lawrence J. Steinman, and Jonathan B. Rothbard on September 7, 2016 and is headquartered in Palm Beach, FL.

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