Middlesex Water Co (MSEX) Historical Volatility

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

Middlesex Water Company owns and operates regulated water utility and wastewater systems. It operates in two segments, Regulated and Non-Regulated. The Regulated segment collects, treats, and distributes water on a retail and wholesale basis to residential, commercial, industrial, and fire protection customers, as well as provides regulated wastewater systems in New Jersey and Delaware. The Non-Regulated segment provides non-regulated contract services for the operation and maintenance of municipal and private water and wastewater systems in New Jersey and Delaware. The company was incorporated in 1896 and is headquartered in Iselin, New Jersey.

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