Sirius XM Holdings Inc (SIRI) Historical Volatility

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

Sirius XM Holdings Inc. provides satellite radio services on a subscription fee basis in the United States. It broadcasts music, sports, entertainment, comedy, talk, news, traffic, and weather channels, including various music genres, such as rock, pop and hip-hop, country, dance, jazz, Latin, and classical; live play-by-play sports from various leagues and colleges; various talk and entertainment channels for a range of audiences; national, international, and financial news; and limited run channels. The company also provides streaming service that includes a range of music and non-music channels, and podcasts, as well as channels that are not available on its satellite radio service; and offers applications to allow consumers to access its streaming service on smartphones, tablets, computers, home devices, and other consumer electronic equipment, as well as connected vehicle services.

In addition, it distributes satellite radios through automakers and retailers, as well as its website. Further, the company provides location-based services through two-way wireless connectivity, including safety, security, convenience, remote vehicles diagnostic, maintenance and data, and stolen or parked vehicle locator services. Additionally, it offers satellite television services, which offer music channels on the DISH Network satellite television service as a programming package; Travel Link, a suite of data services that include graphical weather, fuel prices, sports schedule and scores, and movie listings; and real-time traffic and weather services. The company was incorporated in 2013 and is headquartered in New York, New York. Sirius XM Holdings Inc. is a subsidiary of Liberty Media Corporation.

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