Nova Ltd
Nova Ltd (NVMI) Historical Volatility
NVMI's 30 day historical volatility is 44.77%, in the 3rd percentile of readings over the past year. This is a low percentile, meaning Nova Ltd shares have been calmer than usual. NVMI's 30 day implied volatility sits at 67.88%, with an IV Rank of 76.59%, leaving IV 23.11 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 3, 2026.
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Tracking NVMI historical volatility helps you see how much Nova Ltd's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, NVMI's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor NVMI 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. NVMI's 30 day historical volatility, or NVMI HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing NVMI's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
Nova Ltd. designs, develops, produces, and sells process control systems used in the manufacture of semiconductors in Israel, Taiwan, the United States, China, Korea, and internationally. Its product portfolio includes a set of metrology platforms for dimensional, films, and materials and chemical metrology measurements for process control for various semiconductor manufacturing process steps, including lithography, etch, chemical mechanical planarization, deposition, electrochemical plating, and advanced packaging. The company serves various sectors of the integrated circuit manufacturing industry, including logic, foundries, and memory manufacturers, as well as process equipment manufacturers.
Historical Volatility
Historical movement is subdued versus the past year. The stock has been unusually quiet.
As of Nov 3, 2026
As of Nov 3, 2026
As of Nov 3, 2026
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