Tracking FUN historical volatility helps you see how much Six Flags Entertainment Corp's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, FUN's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FUN 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. FUN's 30 day historical volatility, or FUN HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FUN's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
Six Flags Entertainment Corporation operates amusement-resort in North America. Its amusement-resort consists of amusement parks, water parks, and resort properties across 17 states in the U.S., Canada, and Mexico. The company provides fun, experiences to various guests with coasters, themed rides, water parks, resorts, and a portfolio of intellectual property, such as Looney Tunes, DC Comics, and PEANUTS. Six Flags Entertainment Corporation was founded in 1983 and is based in Charlotte, North Carolina.
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →