MediaAlpha Inc (MAX) Historical Volatility

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

MediaAlpha, Inc., through its subsidiaries, operates an insurance customer acquisition platform in the United States. It optimizes customer acquisition in various verticals of property and casualty insurance, health insurance, and life insurance. The company was founded in 2014 and is headquartered in Los Angeles, California. MediaAlpha, Inc. is a subsidiary of White Mountains Insurance Group, Ltd.

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