Immunovant Inc (IMVT) Historical Volatility

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

Immunovant, Inc., a clinical-stage biopharmaceutical company, develops monoclonal antibodies for the treatment of autoimmune diseases. It develops batoclimab, a novel fully human monoclonal antibody that selectively binds to and inhibits the neonatal fragment crystallizable receptor, which is in Phase IIa clinical trials for the treatment of myasthenia gravis and thyroid eye disease, as well as completed initiation of Phase II clinical trials for the treatment of warm autoimmune hemolytic anemia. The company was incorporated in 2018 is headquartered in New York, New York. Immunovant, Inc. is a subsidiary of Roivant Sciences Ltd.

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