NexGen Energy Ltd (NXE) Historical Volatility

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

NexGen Energy Ltd., an exploration and development stage company, engages in the acquisition, exploration, and evaluation and development of uranium properties in Canada. Its principal asset is the Rook I project comprising 32 contiguous mineral claims totaling an area of 35,065 hectares located in the southwestern Athabasca Basin of Saskatchewan. The company is headquartered in Vancouver, Canada.

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