NRX Pharmaceuticals Inc (NRXP) Historical Volatility

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

NRX Pharmaceuticals, Inc., a clinical-stage pharmaceutical company, develops novel therapeutics for the treatment of central nervous system disorders and life-threatening pulmonary diseases. Its products include ZYESAMI, an investigational drug that has completed a Phase IIb/III clinical study for COVID-19 related respiratory failure; and NRX-100 and NRX-101 oral therapeutics for the treatment of bipolar depression in patients with acute suicidal behavior/ideation and sub-acute suicidal ideation and behavior. The company was founded in 2015 and is based in Wilmington, Delaware.

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