SI-BONE Inc (SIBN) Historical Volatility

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

SI-BONE, Inc., a medical device company, develops implantable devices used to solve musculoskeletal disorders of the sacropelvic anatomy in the United States and internationally. It offers iFuse, a minimally invasive surgical implant system to address sacroiliac joint dysfunction and degeneration, adult deformity, and pelvic ring traumatic fractures. The company also provides iFuse-3D, a titanium implant that combines the triangular cross-section of the iFuse implant with the proprietary 3D-printed porous surface and fenestrated design; and iFuse-TORQ, a set of 3D-printed threaded implants designed to treat fractures of the pelvis and for minimally invasive sacroiliac joint fusion.

It markets its products primarily with a direct sales force, as well as through distributors. The company was incorporated in 2008 and is headquartered in Santa Clara, California.

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