Genie Energy Ltd (GNE) Historical Volatility

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

Genie Energy Ltd., through its subsidiaries, supplies electricity and natural gas to residential and small business customers in the United States, Finland, Sweden, Japan, and internationally. It operates in three segments: Genie Retail Energy (GRE); GRE International; and Genie Renewables. The company also engages in the provision of energy advisory and brokerage services; solar panel manufacturing and distribution; solar installation design; and project management activities. Genie Energy Ltd. was incorporated in 2011 and is headquartered in Newark, New Jersey.

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