Mid Penn Bancorp Inc (MPB) Historical Volatility

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

Mid Penn Bancorp, Inc. operates as the bank holding company for Mid Penn Bank that provides commercial banking services to individuals, partnerships, non-profit organizations, and corporations. The company offers various time and demand deposit products, including checking accounts, savings accounts, clubs, money market deposit accounts, certificates of deposit, and IRAs. It also provides a range of loan products comprising mortgage and home equity loans, secured and unsecured commercial and consumer loans, lines of credit, construction financing, farm loans, community development loans, loans to non-profit entities, and local government loans.

In addition, the company offers online banking, telephone banking, cash management, and automated teller services, as well as safe deposit boxes; and trust and wealth management services. As of December 31, 2021, it operated sixty full-service retail banking locations in Berks, Blair, Bucks, Centre, Chester, Clearfield, Cumberland, Dauphin, Fayette, Huntingdon, Lancaster, Lehigh, Luzerne, Lycoming, Montgomery, Northumberland, Perry, Schuylkill, and Westmoreland counties, Pennsylvania. The company was founded in 1868 and is headquartered in Harrisburg, Pennsylvania.

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