National Fuel Gas Co (NFG) Historical Volatility

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

National Fuel Gas Company operates as a diversified energy company. It operates through four segments: Exploration and Production, Pipeline and Storage, Gathering, and Utility. The Exploration and Production segment explores for, develops, and produces natural gas and oil in California and in the Appalachian region of the United States. As of September 30, 2021, it had proved developed and undeveloped reserves of 21,537 thousand barrels of oil and 3,723,433 million cubic feet of natural gas. The Pipeline and Storage segment provides interstate natural gas transportation and storage services through an integrated gas pipeline system in Pennsylvania and New York; and owns and operates underground natural gas storage fields.

This segment also transports natural gas for National Fuel Gas Distribution Corporation, as well as for other utilities, industrial companies, and power producers in New York State; and owns and operates the Empire Pipeline. The Gathering segment builds, owns, and operates natural gas processing and pipeline gathering facilities in the Appalachian region, as well as provides gathering services to Seneca Resources Company, LLC. The Utility segment sells natural gas or provides natural gas transportation services to approximately 753,000 customers in Buffalo, Niagara Falls, and Jamestown, New York; and Erie and Sharon, Pennsylvania. The company markets gas to industrial, wholesale, commercial, public authority, and residential customers primarily in western and central New York, and northwestern Pennsylvania. As of September 30, 2021, the company also owned approximately 95,000 acres of timber property; and managed approximately 2,500 additional acres of timber cutting rights. National Fuel Gas Company was incorporated in 1902 and is headquartered in Williamsville, 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 National Fuel Gas Co's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NFG HV is running hot, cold, or in line. Make the NFG 30 day historical volatility — and every other window — work for your edge instead of against it.