Steven Madden Ltd (SHOO) Historical Volatility

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

Steven Madden, Ltd. designs, sources, markets, and sells fashion-forward branded and private label footwear, accessories, and apparel for women, men, and children in the United States and internationally. Its Wholesale Footwear segment provides footwear under the Steve Madden, Steven by Steve Madden, Madden Girl, BB Dakota, Dolce Vita, DV Dolce Vita, Betsey Johnson, GREATS, Blondo, Anne Klein, Mad Love, Superga, Madden NYC, and COOL Planet brands, as well as private label footwear. The company's Wholesale Accessories/Apparel segment offers handbags, apparel, small leather goods, belts, soft accessories, fashion scarves, wraps, gifting, and other accessories under the Steve Madden, BB Dakota, Anne Klein, Betsey Johnson, Cejon, Madden NYC, and Dolce Vita brands, as well as private label handbag and accessories to department stores, mass merchants, off-price retailers, online retailers, specialty stores, and independent stores.

Its Direct-to-Consumer segment operates Steve Madden and Superga full-price retail stores, Steve Madden outlet stores, and Steve Madden shop-in-shops, as well as digital e-commerce websites, including SteveMadden.com, DolceVita.com, betseyjohnson.com, Blondo.com, GREATS.com, and Superga-USA.com. The company's Licensing segment licenses its Steve Madden, Madden Girl, and Betsey Johnson trademarks. Its First Cost segment operates as a buying agent for footwear products under private labels for national chains, specialty retailers, and value-priced retailers. As of December 31, 2021, it owned and operated 214 brick-and-mortar retail stores that included 147 Steve Madden full-price stores, 66 Steve Madden outlet stores, and 1 Superga store, as well as 6 e-commerce websites. Steven Madden, Ltd. was incorporated in 1990 and is headquartered in Long Island City, New York.

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