Granite Point Mortgage Trust Inc (GPMT) Historical Volatility

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

Granite Point Mortgage Trust Inc., a real estate investment trust, originates, invests in, and manages senior floating-rate commercial mortgage loans, and other debt and debt-like commercial real estate investments in the United States. The company provides intermediate-term bridge or transitional financing for various purposes, including acquisitions, recapitalizations, and refinancing, as well as a range of business plans, including lease-up, renovation, repositioning, and repurposing of the commercial property. As of December 31, 2021, its investment portfolio includes 105 commercial real estate loan investments.

Granite Point Mortgage Trust Inc. was founded in 2015 and is headquartered in New York, New York.

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