Companhia Siderurgica Nacional ADR (SID) Historical Volatility

Tracking SID historical volatility helps you see how much Companhia Siderurgica Nacional 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 Siderurgica Nacional ADR's HV tells you what really happened. Use our scanner to monitor SID 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 SID 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Companhia Siderurgica Nacional 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 Siderúrgica Nacional operates as an integrated steel producer in Brazil and Latin America. It operates in five segments: Steel, Mining, Logistics, Energy, and Cement. The company offers flat steel products, such as high, medium, low carbon, micro-alloyed, ultra-low-carbon, and interstitial free slabs; hot-rolled products, including heavy and light-gauge hot-rolled coils and sheets; cold-rolled products comprising cold-rolled coils and sheets; galvanized products; tin mill products that consist of flat-rolled low-carbon steel coils or sheets; and profiles, channels, UPE sections, and steel sleepers for the distribution, packaging, automotive, home appliance, and construction industries.

It primarily explores for iron ore reserves at Casa de Pedra and Engenho mines located in the city of Congonhas; and limestone and dolomite at the Bocaina mine located in the city of Arcos in the state of Minas Gerais, Brazil, as well as produces tin. In addition, the company operates railway and port facilities; produces and sells cement to construction material stores, home centers, concrete producers, construction companies, mortar industries, and cement artifact producers; and generates electric power from its thermoelectric co-generation and hydroelectric power plants. It also exports its products. The company was incorporated in 1941 and is headquartered in São Paulo, Brazil. Companhia Siderúrgica Nacional operates as a subsidiary of Vicunha Aços S.A.

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