LoanDepot Inc (LDI) Historical Volatility

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

loanDepot, Inc. engages in originating, financing, selling, and servicing residential mortgage loans in the United States. It offers conventional agency-conforming and prime jumbo, federal assistance residential mortgage, and home equity loans. The company also provides settlement services, which include captive title and escrow business; real estate services that cover captive real estate referral business; and insurance services, including services to homeowners, as well as other consumer insurance policies. The company was founded in 2010 and is headquartered in Foothill Ranch, California.

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