Old National Bancorp (ONB) Historical Volatility

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

Old National Bancorp operates as the bank holding company for Old National Bank that provides various financial services to individual and commercial customers in the United States. It accepts deposit accounts, including noninterest-bearing demand, interest-bearing checking, negotiable order of withdrawal, savings and money market, and time deposits; and offers loans, such as home equity lines of credit, residential real estate loans, consumer loans, commercial loans, commercial real estate loans, letters of credit, and lease financing. The company also provides debit and automated teller machine cards, telephone access, online banking, and other electronic and mobile banking services; cash management, private banking, brokerage, trust, investment advisory, and other traditional banking services; wealth management, investment, and foreign currency services; and treasury management, merchant, health savings, and capital markets services, as well as community development lending and equity investment solutions.

As of December 31, 2021, it operated a total of 162 banking centers located primarily in the states of Indiana, Kentucky, Michigan, Minnesota, and Wisconsin. Old National Bancorp was founded in 1834 and is headquartered in Evansville, Indiana.

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