Navigator Holdings Ltd (NVGS) Historical Volatility

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

Navigator Holdings Ltd. owns and operates a fleet of liquefied gas carriers worldwide. The company provides international and regional seaborne transportation services of liquefied petroleum gas, petrochemical gases, and ammonia for energy companies, industrial users, and commodity traders. As of April 14, 2022, it operated a fleet of 53 semi- or fully-refrigerated liquefied gas carriers. The company was founded in 1997 and is based in London, the United Kingdom.

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