NRC Health (NRC) Historical Volatility

Tracking NRC historical volatility helps you see how much NRC Health'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, NRC Health's HV tells you what really happened. Use our scanner to monitor NRC 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 NRC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing NRC Health'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 Research Corporation provides analytics and insights that facilitate measurement and enhancement of the patient and employee experience in the United States and Canada. Its portfolio of subscription-based solutions provides actionable information and analysis to healthcare organizations across a range of mission-critical, constituent-related elements, including patient experience, service recovery, care transitions, health risk assessments, employee engagement, reputation management, and brand loyalty. The company also offers market insights solutions that allow the tracking of awareness, perception, and consistency of healthcare brands; assessment of competitive differentiators; and enhanced segmentation tools to evaluate needs, wants, and behaviors of communities through real-time competitive assessments and enhanced segmentation tools.

In addition, it provides experience solutions, such as patient and resident experience, workforce engagement, health risk assessments, transitions, and improvement tools. Further, the company offers health risk assessment solutions that enable clients to segment populations and manage care for those who are most at risk, engage individuals, enhance preventative care, and manage wellness programs; and transitions solutions, which enable organizations to identify and manage high-risk patients to reduce readmissions, enhance patient satisfaction and support safe care transitions. Additionally, it provides transparency solutions that allow healthcare organizations to share picture of their organization and ensure content informs in consumer decision-making; and governance solutions for not-for-profit hospital and health system boards of directors, executives, and physician leadership. The company serves integrated health systems, post-acute providers, and payer organizations. National Research Corporation was founded in 1981 and is headquartered in Lincoln, Nebraska.

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