IGC Pharma Inc (IGC) Historical Volatility

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

IGC Pharma, Inc. is a clinical-stage pharmaceutical company that is focused on Alzheimer's disease, developing innovative solutions to address this devastating illness. It has two investigational drug assets targeting Alzheimer's disease: IGC-AD1, which is in a Phase 2 clinical trial as a treatment for agitation in dementia due to Alzheimer's and TGR-63 that is in pre-clinical development. In addition to its drug development pipeline, IGC Pharma seeks to leverage artificial intelligence (AI) for Alzheimer's research. The company was founded by Ram Mukunda on April 29, 2005 and is headquartered in Potomac, MD.

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