Progyny Inc

PGNYNASDAQ · USD
27.13USD0.00 (+0.45%)
879

Progyny Inc (PGNY) Historical Volatility

PGNY 30-day historical volatility is 39%. This ranks in the 37th percentile of readings over the past year.

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

Progyny, Inc., a benefits management company, specializes in fertility and family building benefits solutions for employers in the United States. Its fertility benefits solution includes differentiated benefits plan design, personalized concierge-style member support services, and selective network of fertility specialists. The company also offers Progyny Rx, an integrated pharmacy benefits solution that provides its members with access to the medications needed during their treatment. In addition, it provides surrogacy and adoption reimbursement programs for employers. The company was formerly known as Auxogyn, Inc.

and changed its name to Progyny, Inc. in 2015. Progyny, Inc. was incorporated in 2008 and is headquartered 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 Progyny Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PGNY HV is running hot, cold, or in line. Make the PGNY 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 18, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 18, 2026

See how volatility has moved over time

Track PGNY historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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