NMI Holdings Inc (NMIH) Historical Volatility

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

NMI Holdings, Inc. provides private mortgage guaranty insurance services in the United States. The company offers mortgage insurance services; and outsourced loan review services to mortgage loan originators. It serves national and regional mortgage banks, money center banks, credit unions, community banks, builder-owned mortgage lenders, internet-sourced lenders, and other non-bank lenders. NMI Holdings, Inc. was incorporated in 2011 and is headquartered in Emeryville, California.

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