Oramed Pharmaceuticals Inc (ORMP) Historical Volatility

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

Oramed Pharmaceuticals Inc. engages in the research and development of pharmaceutical solutions for the treatment of diabetes and for the use of orally ingestible capsules or pills for delivery of polypeptides. Its proprietary flagship product is the ORMD-0801, an orally ingestible insulin capsule, which completed phase II clinical trials for the treatment of individuals with diabetes. It is also developing ORMD-0901, an oral glucagon-like peptide-1 capsule that has completed phase I clinical trials for the treatment of type 2 diabetes; and a weight loss treatment in the form of an oral leptin capsule.

The company was formerly known as Integrated Security Technologies, Inc. and changed its name to Oramed Pharmaceuticals Inc. in April 2006. Oramed Pharmaceuticals Inc. was founded in 2002 and is based in New York, New York.

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