New Jersey Resources Corp (NJR) Historical Volatility

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

New Jersey Resources Corporation, an energy services holding company, provides regulated gas distribution, and retail and wholesale energy services. The company operates through four segments: Natural Gas Distribution, Clean Energy Ventures, Energy Services, and Storage and Transportation. The Natural Gas Distribution segment offers regulated natural gas utility services to approximately 564,000 residential and commercial customers throughout Burlington, Middlesex, Monmouth, Morris, Ocean, and Sussex counties in New Jersey; provides capacity and storage management services; and participates in the off-system sales and capacity release markets.

The Clean Energy Ventures segment invests in, owns, and operates commercial and residential solar projects situated in New Jersey, Connecticut, Rhode Island, and New York. The Energy Services segment offers unregulated wholesale energy management services to other energy companies and natural gas producers, as well as maintains and transacts a portfolio of physical assets consisting of natural gas storage and transportation contracts in the United States and Canada. The Storage and Transportation segment invests in natural gas transportation and storage facilities. It provides heating, ventilation, and cooling services; holds commercial real estate properties; and offers solar equipment installation, and plumbing repair and installation services, as well as engages in the water appliance sale, installation, and servicing activities. The company was incorporated in 1981 and is headquartered in Wall, 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 New Jersey Resources Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NJR HV is running hot, cold, or in line. Make the NJR 30 day historical volatility — and every other window — work for your edge instead of against it.