NBT Bancorp Inc (NBTB) Historical Volatility

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

NBT Bancorp Inc., a financial holding company, provides commercial banking, retail banking, and wealth management services. Its deposit products include demand deposit, savings, negotiable order of withdrawal, money market deposit, and certificate of deposit accounts. The company's loan portfolio comprises commercial and industrial, commercial real estate, agricultural, and commercial construction loans; indirect and direct consumer, home equity, mortgages, business banking loans, and commercial loans; and residential real estate loans. It also provides trust and investment services; financial planning and life insurance services; and retirement plan consulting and recordkeeping services.

In addition, the company offers insurance products comprising personal property and casualty, business liability, and commercial insurance, as well as other products and services through 24-hour online, mobile, and telephone channels that enable customers to check balances, make deposits, transfer funds, pay bills, access statements, apply for loans, and access various other products and services. As of December 31, 2021, it had 140 branches and 164 ATMs in New York, Pennsylvania, Vermont, Massachusetts, New Hampshire, Connecticut, and Maine. NBT Bancorp Inc. was founded in 1856 and is headquartered in Norwich, New York.

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