Six Flags Entertainment Corp (FUN) Historical Volatility

Tracking FUN historical volatility helps you see how much Six Flags Entertainment 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, Six Flags Entertainment Corp's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The FUN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Six Flags Entertainment 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.

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.

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