MGE Energy Inc (MGEE) Historical Volatility

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

MGE Energy, Inc., through its subsidiaries, operates as a public utility holding company primarily in Wisconsin. It operates through Regulated Electric Utility Operations; Regulated Gas Utility Operations; Nonregulated Energy Operations; Transmission Investments; and All Other. The company generates, purchases, and distributes electricity; owns or leases electric generation facilities located in Wisconsin and Iowa; and plans, constructs, operates, maintains, and expands transmission facilities to provide transmission services. It also generates electricity from coal-fired, gas-fired, and renewable energy sources, as well as purchases power under short and long-term commitments.

As of December 31, 2021, the company generated and distributed electricity to 159,000 customers in Dane County, Wisconsin; and purchased and distributed natural gas to 169,000 customers in seven Wisconsin counties. MGE Energy, Inc.is headquartered in Madison, Wisconsin.

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