Sandridge Energy Inc (SD) Historical Volatility

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

SandRidge Energy, Inc. engages in the acquisition, development, and production of oil and natural gas primarily in the United States Mid-Continent. As of December 31, 2021, it had an interest in 817.0 net producing wells; and operated approximately 368,000 net leasehold acres in Oklahoma and Kansas, as well as total estimated proved reserves of 71.3 million barrels of oil equivalent. The company was incorporated in 2006 and is headquartered in Oklahoma City, Oklahoma.

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