PBF Energy Inc (PBF) Historical Volatility

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

PBF Energy Inc., together with its subsidiaries, engages in refining and supplying petroleum products. The company operates in two segments, Refining and Logistics. It produces gasoline, ultra-low-sulfur diesel, heating oil, diesel fuel, jet fuel, lubricants, petrochemicals, and asphalt, as well as unbranded transportation fuels, petrochemical feedstocks, blending components, and other petroleum products. The company sells its products in Northeast, Midwest, Gulf Coast, and West Coast of the United States, as well as in other regions of the United States, Canada, and Mexico. It also offers various rail, truck, and marine terminaling services, as well as pipeline transportation and storage services.

As of December 31, 2021, the company owned and operated six oil refineries and related assets. PBF Energy Inc. was founded in 2008 and is based in Parsippany, 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 PBF Energy Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PBF HV is running hot, cold, or in line. Make the PBF 30 day historical volatility — and every other window — work for your edge instead of against it.