MGIC Investment Corp (MTG) Historical Volatility

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

MGIC Investment Corporation, through its subsidiaries, provides private mortgage insurance, other mortgage credit risk management solutions, and ancillary services to lenders and government sponsored entities in the United States, Puerto Rico, and Guam. The company offers primary mortgage insurance that provides mortgage default protection on individual loans, as well as covers unpaid loan principal, delinquent interest, and various expenses associated with the default and subsequent foreclosure. It also provides contract underwriting services, as well as reinsurance. The company serves originators of residential mortgage loans, including savings institutions, commercial banks, mortgage brokers, credit unions, mortgage bankers, and other lenders.

MGIC Investment Corporation was founded in 1957 and is headquartered in Milwaukee, 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 MGIC Investment Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where MTG HV is running hot, cold, or in line. Make the MTG 30 day historical volatility — and every other window — work for your edge instead of against it.