Nomura Holdings Inc ADR (NMR) Historical Volatility

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

Nomura Holdings, Inc. provides various financial services to individuals, corporations, financial institutions, governments, and governmental agencies worldwide. It operates through three segments: Retail, Investment Management, and Wholesale. The Retail segment offers various financial products and investment services. As of March 31, 2022, this segment operated a network of 119 branches. The Investment Management segment engages in the management of funds, investment trusts, and other investment vehicles; and provision of investment advisory, custodial, and administrative services. The Wholesale segment is involved in the research, sale, trading, agency execution, and market-making of fixed income and equity-related products.

It also engages in underwriting various securities and other financial instruments, such as various classes of shares, convertible and exchangeable securities, investment grade and high yield debts, sovereign and emerging market debts, structured securities, and other securities; arranging private placements, as well as other capital raising activities; and the provision of financial advisory services on business transactions comprising mergers and acquisitions, divestitures, spin-offs, capital structuring, corporate defense activities, leveraged buyouts, and risk solutions. In addition, this segment offers various financial instruments. The company was formerly known as The Nomura Securities Co., Ltd. and changed its name to Nomura Holdings, Inc. in October 2001. Nomura Holdings, Inc. was incorporated in 1925 and is headquartered in Tokyo, Japan.

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