Itau Unibanco Holding SA ADR (ITUB) Historical Volatility

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

Itaú Unibanco Holding S.A. offers a range of financial products and services to individuals and corporate customers in Brazil and internationally. The company operates through three segments: Retail Banking, Wholesale Banking, and Activities with the Market and Corporation. It offers various deposit products, as well as loans and credit cards; investment and commercial banking services; real estate lending services; financing and investment services; and leasing and foreign exchange services. The company also provides property and casualty insurance products covering loss, damage, or liabilities for assets or persons, as well as life insurance products covering death and personal accident; and reinsurance products.

It serves retail customers, account and non-account holders, individuals and legal entities, high income clients, microenterprises, and small companies. The company was formerly known as Itaú Unibanco Banco Múltiplo S.A. and changed its name to Itaú Unibanco Holding S.A. in April 2009. The company was incorporated in 1924 and is headquartered in São Paulo, Brazil. Itaú Unibanco Holding S.A. is a subsidiary of IUPAR - Itaú Unibanco Participações S.A.

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