LGI Homes Inc (LGIH) Historical Volatility

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

LGI Homes, Inc. designs, constructs, and sells homes. It offers entry-level homes, such as attached and detached homes, and active adult homes under the LGI Homes brand name; and luxury series homes under the Terrata Homes brand name. The company also engages in the wholesale business, which include building and selling homes to companies looking to acquire single-family rental properties. As of December 31, 2021, it owned 101 communities. The company serves customers in Texas, Arizona, Florida, Georgia, New Mexico, Colorado, North Carolina, South Carolina, Washington, Tennessee, Minnesota, Oklahoma, Alabama, California, Oregon, Nevada, West Virginia, Virginia, and Pennsylvania.

LGI Homes, Inc. was founded in 2003 and is headquartered in The Woodlands, Texas.

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