Public Service Enterprise Group Inc (PEG) Historical Volatility

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

Public Service Enterprise Group Incorporated, through its subsidiaries, operates as an energy company primarily in the Northeastern and Mid-Atlantic United States. It operates through two segments, PSE&G and PSEG Power. The PSE&G segment transmits electricity; distributes electricity and gas to residential, commercial, and industrial customers, as well as invests in solar generation projects, and energy efficiency and related programs; and offers appliance services and repairs. As of December 31, 2021, it had electric transmission and distribution system of 25,000 circuit miles and 862,000 poles; 56 switching stations with an installed capacity of 39,353 megavolt-amperes (MVA), and 235 substations with an installed capacity of 9,285 MVA; four electric distribution headquarters and five electric sub-headquarters; and 18,000 miles of gas mains, 12 gas distribution headquarters, two sub-headquarters, and one meter shop, as well as 58 natural gas metering and regulating stations.

Public Service Enterprise Group Incorporated was incorporated in 1985 and is based in Newark, 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 Public Service Enterprise Group Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PEG HV is running hot, cold, or in line. Make the PEG 30 day historical volatility — and every other window — work for your edge instead of against it.