Organon & Co (OGN) Historical Volatility

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

Organon & Co., a health care company, develops and delivers health solutions through a portfolio of prescription therapies in the United States and internationally. Its women's health portfolio comprises contraception and fertility brands, such as Nexplanon/Implanon, a long-acting reversible contraceptive. The company's biosimilars portfolio consists of three immunology products, such as Brenzys, Renflexis, and Hadlima, as well as two oncology products, including Ontruzant and Aybintio. It also offers cardiovascular products, consisting of several cholesterol-modifying medicines under the Zetia, Ezetrol, Vytorin, Inegy, Rosuzet, and Zocor brands; Cozaar and Hyzaar for the treatment of hypertension; respiratory products for various treatments to control and prevent symptoms caused by asthma under the Singulair, Dulera, Zenhale, and Asmanex brand names; and Singulair, Nasonex, Clarinex, and Aerius for treating seasonal allergic rhinitis.

In addition, the company provides dermatology products under the Diprosone and Elocon brand; bone health portfolio, including Fosamax brand name; non-opioid pain management products under the Arcoxia, Diprospan, and Celestone brand names; Proscar for the treatment of symptomatic benign prostatic hyperplasia; and Propecia for the treatment of male pattern hair loss. The company sells its products primarily to drug wholesalers and retailers, hospitals, and government agencies, as well as managed health care providers, such as health maintenance organizations, pharmacy benefit managers, and other institutions. Organon & Co. was incorporated in 2020 and is based in Jersey City, New Jersey.

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