Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SBS) Historical Volatility

Tracking SBS historical volatility helps you see how much Companhia de Saneamento Basico do Estado de Sao Paulo ADR'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, Companhia de Saneamento Basico do Estado de Sao Paulo ADR's HV tells you what really happened. Use our scanner to monitor SBS 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 SBS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Companhia de Saneamento Basico do Estado de Sao Paulo ADR'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.

Companhia de Saneamento Básico do Estado de São Paulo – SABESP provides water and sewage services to residential, commercial, industrial, and governmental customers. It provides water supply, sanitary sewage, urban rainwater management and drainage, urban cleaning, and solid waste management services, as well as related activities, including the planning, operation, maintenance, and commercialization of energy. As of December 31, 2021, the company provided water services through 9.8 million water connections to approximately 27.8 million people; sewage services through 8.4 million sewage connections to approximately 24.6 million people; and operated 88,904 kilometers of water pipes and water transmission lines, as well as 61,122 kilometers of sewer lines.

It also offers water and/or sewage services to four other municipalities through special purpose companies. The company was founded in 1954 and is headquartered in São Paulo, Brazil.

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 Companhia de Saneamento Basico do Estado de Sao Paulo ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SBS HV is running hot, cold, or in line. Make the SBS 30 day historical volatility — and every other window — work for your edge instead of against it.