Nexxen International Ltd (NEXN) Historical Volatility

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

Nexxen International Ltd. provides end-to-end software platform that enables advertisers to reach relevant audiences and publishers. The company's demand side platform (DSP) offers full-service and self-managed marketplace access to advertisers and agencies to execute their digital marketing campaigns in real time across various ad formats. Its sell supply side platform (SSP) provides access to data and a comprehensive product suite to drive inventory management and revenue optimization. The company also offers data management platform solution, which integrates DSP and SSP solutions enabling advertisers and publishers to use data from various sources in order to optimize results of their advertising campaigns.

It serves ad buyers, advertisers, brands, agencies, and digital publishers in Israel, the United States, the Asia-Pacific, Europe, the Middle East, and Africa. The company was formerly known as Tremor International Ltd and changed its name to Nexxen International Ltd. in January 2024. Nexxen International Ltd. was incorporated in 2007 and is headquartered in Tel Aviv-Yafo, Israel.

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