Lamb Weston Holdings Inc (LW) Historical Volatility

Tracking LW historical volatility helps you see how much Lamb Weston Holdings Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, LW's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor LW 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. LW's 30 day historical volatility, or LW HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing LW's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Lamb Weston Holdings, Inc. produces, distributes, and markets value-added frozen potato products worldwide. It operates through four segments: Global, Foodservice, Retail, and Other. The company offers frozen potatoes, commercial ingredients, and appetizers under the Lamb Weston brand, as well as under various customer labels. The company also offers its products under its owned or licensed brands, such as Grown in Idaho and Alexia, and other licensed brands, as well as under retailers' brands. In addition, it engages in the vegetable and dairy businesses. The company serves retail and foodservice customers; and grocery, mass merchants, club, and specialty retailers; and businesses, educational institutions, independent restaurants, regional chain restaurants, and convenience stores.