San Juan Basin Royalty Trust (SJT) Historical Volatility

Tracking SJT historical volatility helps you see how much San Juan Basin Royalty Trust'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, San Juan Basin Royalty Trust's HV tells you what really happened. Use our scanner to monitor SJT 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 SJT 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing San Juan Basin Royalty Trust'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.

San Juan Basin Royalty Trust operates as an express trust in Texas. The company has a 75% net overriding royalty interest carved out of Southland's oil and natural gas interests (the Subject Interests) in properties located in the San Juan Basin in northwestern New Mexico. The Subject Interests consist of working interests, royalty interests, overriding royalty interests, and other contractual rights in 119,000 net producing acres in San Juan, Rio Arriba, and Sandoval Counties of northwestern New Mexico, as well as 1,140.0 net wells. BBVA USA serves as the trustee of the San Juan Basin Royalty Trust.

The company was founded in 1980 and is based in Houston, Texas.

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