SAB Biotherapeutics Inc (SABS) Historical Volatility

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

SAB Biotherapeutics, Inc., a clinical-stage biopharmaceutical company, engages in the development of immunotherapies based on human antibodies. It has applied advanced genetic engineering and antibody science to develop transchromosomic bovine herds that produce fully human antibodies targeted at specific diseases, including infectious diseases comprising COVID-19 and influenza, immune and autoimmune disorders, such as type 1 diabetes, organ transplantation, and cancer. The company uses its DiversitAb immunotherapy platform to produce fully-human polyclonal antibodies without the need for human donors.

Its lead product candidates include SAB-185, a fully-human polyclonal antibody therapeutic candidate that is in Phase III clinical trial for the treatment of COVID-19; and SAB-176, a fully-human polyclonal antibody therapeutic candidate that is in development to treat or prevent severe influenza. The company's pre-clinical product candidates in development for autoimmune diseases include SAB-142 for type 1 diabetes and organ transplant induction/rejection. The company was founded in 2014 and is based in Sioux Falls, South Dakota.

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