Pampa Energia SA ADR (PAM) Historical Volatility

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

Pampa Energía S.A., an integrated power company, engages in the generation and transmission of electricity in Argentina. The company operates through Electricity Generation, Oil and Gas, Petrochemicals, and Holding and Other Business segments. It generates electricity through combined thermal generation plants, open-cycle gas turbines, and hydroelectric power generation systems, as well as through a wind farm. The company has an installed electricity generation capacity of approximately 4,970 megawatts; and 21,414 kilometers of high voltage electricity transmission network in Argentina. It is also involved in the exploration and production of oil and gas.

In addition, the company offers petrochemicals, such as styrene, synthetic rubber, and polystyrene. As of December 31, 2020, it had approximately 12.625 thousands of barrels of oil and LNG, as well as 24.537 millions of cubic meters of natural gas; owned a refinery with an installed capacity of approximately 25.8 thousand barrels per day; and operated a network of 92 gas stations. The company was formerly known as Pampa Holding S.A. and changed its name to Pampa Energía S.A. in September 2008. Pampa Energía S.A. was incorporated in 1945 and is based in Buenos Aires, Argentina.

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