Monarch Casino & Resort Inc (MCRI) Historical Volatility

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

Monarch Casino & Resort, Inc., through its subsidiaries, owns and operates the Atlantis Casino Resort Spa, a hotel and casino in Reno, Nevada. The company also owns and operates the Monarch Casino Resort Spa Black Hawk in Black Hawk, Colorado. As of December 31, 2021, its Atlantis Casino Resort Spa featured approximately 61,000 square feet of casino space; 818 guest rooms and suites; 8 food outlets; 2 gourmet coffee and pastry bars; a 30,000 square-foot health spa and salon with an enclosed pool; 2 retail outlets offering clothing and gift shop merchandise; an 8,000 square-foot family entertainment center; and approximately 52,000 square feet of banquet, convention, and meeting room space.

The company's Atlantis Casino Resort Spa also featured approximately 1,400 slot and video poker machines; approximately 37 table games, including blackjack, craps, roulette, and others; a race and sports book; a 24-hour live keno lounge; and a poker room. In addition, its Monarch Casino Resort Spa Black Hawk featured approximately 60,000 square feet of casino space; approximately 1,100 slot machines; approximately 40 table games; 10 bars and lounges; 4 dining options; 516 guest rooms and suites; banquet and meeting room space; a retail store; a concierge lounge; an upscale spa and pool facility; and a nine-story parking structure with approximately 1,350 spaces, as well as valet parking with a total parking capacity to approximately 1,500 spaces. The company was founded in 1972 and is based in Reno, Nevada.

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