Novavax Inc (NVAX) Historical Volatility

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

Novavax, Inc., a biotechnology company, focuses on the discovery, development, and commercialization of vaccines to prevent serious infectious diseases and address health needs. The company's vaccine candidates include NVX-CoV2373, a coronavirus vaccine candidate that is in two Phase III trials, one Phase IIb trial, and one Phase I/II trial; NanoFlu, a nanoparticle seasonal quadrivalent influenza vaccine candidate that is in Phase 3 clinical trial; and ResVax, a respiratory syncytial virus (RSV) fusion (F) protein nanoparticle vaccine candidate. It is also developing RSV F vaccine that is in Phase II clinical trial for older adults (60 years and older), as well as that is in Phase I clinical trial for pediatrics.

It has a collaboration agreement with Takeda Pharmaceutical Company Limited for the development, manufacturing, and commercialization of NVX-CoV2373, a COVID-19 vaccine candidate. Novavax, Inc. was incorporated in 1987 and is headquartered in Gaithersburg, Maryland.

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