MGM Resorts International (MGM) Historical Volatility

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

MGM Resorts International, through its subsidiaries, owns and operates casino, hotel, and entertainment resorts in the United States and Macau. The company operates through three segments: Las Vegas Strip Resorts, Regional Operations, and MGM China. Its casino resorts offer gaming, hotel, convention, dining, entertainment, retail, and other resort amenities. The company's casino operations include slots and table games, as well as online sports betting and iGaming through BetMGM. As of February 17, 2021, its portfolio consisted of 29 hotel and destination gaming offerings. The company also owns and operates Las Vegas Strip Resorts and Fallen Oak golf course.

Its customers include premium gaming customers; leisure and wholesale travel customers; business travelers; and group customers, including conventions, trade associations, and small meetings. The company was formerly known as MGM MIRAGE and changed its name to MGM Resorts International in June 2010. MGM Resorts International was incorporated in 1986 and is based in Las Vegas, 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 MGM Resorts International's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where MGM HV is running hot, cold, or in line. Make the MGM 30 day historical volatility — and every other window — work for your edge instead of against it.