Korea Electric Power Corp ADR (KEP) Historical Volatility

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

Korea Electric Power Corporation, an integrated electric utility company, generates, transmits, and distributes electricity in South Korea and internationally. The company operates through Transmission and Distribution, Nuclear Power Generation, Thermal Power Generation, and Others segments. It generates power from nuclear, coal, oil, liquefied natural gas, internal combustion, combined-cycle, integrated gasification combined cycle, hydro, wind, solar, fuel cell, biogas, and other sources. As of December 31, 2021, the company had a total of 763 generation units, including nuclear, thermal, hydroelectric, and internal combustion units with an installed generation capacity of 82,459 megawatts.

Its transmission system consisted of 34,923 circuit kilometers of lines of 765 kilovolts and others, including high-voltage direct current lines, as well as 892 substations with an installed transformer capacity of 344,286 megavolt-amperes; and distribution system included 132,376 megavolt-amperes of transformer capacity and 9,940,440 units of support with a total line length of 532,348 circuit kilometers. The company provides electricity to residential, commercial, educational, industrial, agricultural, street lighting, and overnight power usage. It also offers utility plant maintenance, resources development, electric power information technology, facility maintenance and service, electric meter reading, security, information, and communication line leasing services, as well as sells nuclear fuel. Korea Electric Power Corporation was founded in 1961 and is headquartered in Naju-si, South Korea.

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