Natera Inc (NTRA) Historical Volatility

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

Natera, Inc., a diagnostics company, develops and commercializes molecular testing services worldwide. It offers Panorama, a non-invasive prenatal test that screens for chromosomal abnormalities of a fetus with a blood draw from the mother, as well as twin pregnancies for zygosity; Vistara, a single-gene mutations screening test to identify single-gene disorder; Horizon carrier screening to determine carrier status for various genetic diseases; and Spectrum to identify chromosomal anomalies or inherited genetic conditions during an in vitro fertilization cycle. The company also provides Anora miscarriage test products to analyze fetal chromosomes to understand the cause of miscarriage; and non-invasive paternity testing products to determine paternity by gestation using a blood draw from the pregnant mother and alleged father.

In addition, it offers Constellation, a cloud-based software product that enables laboratory customers to gain access through the cloud to the company's algorithms and bioinformatics in order to validate and launch tests; Signatera, a circulating tumor DNA technology that screen for a generic set of mutations independent of an individual's tumor; and Prospera used to assess organ transplant rejection. The company offers products through its direct sales force, as well as through a network of approximately 100 laboratory and distribution partners. It has a partnership agreement with BGI Genomics Co., Ltd. to develop, manufacture, and commercialize NGS-based genetic testing assays; and Foundation Medicine, Inc. to develop and commercialize personalized circulating tumor DNA monitoring assays. The company was formerly known as Gene Security Network, Inc. and changed its name to Natera, Inc. in 2012. Natera, Inc. was founded in 2003 and is based in Austin, Texas.

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