ProPetro Holding Corp (PUMP) Historical Volatility

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

ProPetro Holding Corp., an oilfield services company, provides hydraulic fracturing and other related services. The company operates through Pressure Pumping and All Other segments. It offers cementing, acidizing, and coiled tubing services. The company serves oil and gas companies engaged in the exploration and production of North American oil and natural gas resources. As of December 31, 2021, its fleet comprised 12 hydraulic fracturing units with 1,423,000 hydraulic horsepower. ProPetro Holding Corp. was founded in 2007 and is headquartered in Midland, Texas.

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