Ferrari NV (RACE) Historical Volatility

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

Ferrari N.V., through its subsidiaries, designs, engineers, produces, and sells luxury performance sports cars. The company offers sports, GT, and special series cars; limited edition hyper cars; one-off and track cars; and Icona cars. It also provides racing cars, and spare parts and engines, as well as after sales, repair, maintenance, and restoration services for cars. In addition, the company licenses its Ferrari brand to various producers and retailers of luxury and lifestyle goods; Ferrari World, a theme park in Abu Dhabi, the United Arab Emirates; and Ferrari Land Portaventura, a theme park in Europe.

Further, it provides direct or indirect finance and leasing services to retail clients and dealers; manages racetracks, as well as owns and manages two museums in Maranello and Modena, Italy; and develops and sells a line of apparel and accessories through its monobrand stores. As of December 31, 2021, it had a total of 30 retail Ferrari stores, including 14 franchised stores and 16 owned stores. The company also sells its products through a network of 172 authorized dealers operating 191 points of sale worldwide, as well as through its website, store.ferrari.com. Ferrari N.V. was founded in 1947 and is headquartered in Maranello, Italy.

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