Lexicon Pharmaceuticals Inc (LXRX) Historical Volatility

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

Lexicon Pharmaceuticals, Inc., a biopharmaceutical company, focuses on the discovery, development, and commercialization of pharmaceutical products. Its orally-delivered small molecule drug candidates under development comprise Sotagliflozin that completed Phase III clinical trials for the for the treatment of heart failure and type 1 diabetes; and LX9211, which is in Phase II clinical development for the treatment of neuropathic pain. The company has strategic collaboration and license agreements with Bristol-Myers Squibb Company, and Genentech, Inc. Lexicon Pharmaceuticals, Inc. was incorporated in 1995 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 Lexicon Pharmaceuticals Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where LXRX HV is running hot, cold, or in line. Make the LXRX 30 day historical volatility — and every other window — work for your edge instead of against it.