First Internet Bancorp (INBK) Historical Volatility

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

First Internet Bancorp operates as the bank holding company for First Internet Bank of Indiana that provides commercial and retail banking products and services to individuals and commercial customers in the United States. The company accepts non-interest bearing and interest-bearing demand deposit, savings, money market, and brokered deposit accounts, as well as certificates of deposit. It also offers commercial and industrial, owner-occupied and investor commercial real estate, construction, residential mortgage, home equity and improvement, small installment, term, and other consumer loans, as well as single tenant lease financing, and public and healthcare finance; franchise finance; and small business lending.

In addition, the company is involved in the purchase, manage, service, and safekeeping of municipal securities; and provision of municipal finance lending and leasing products to government entities. In addition, it offers corporate credit card and treasury management services. The company provides its services through its firstib.com Website. First Internet Bancorp was founded in 1999 and is headquartered in Fishers, Indiana.

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