SL Green Realty Corp (SLG) Historical Volatility

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

SL Green Realty Corp., an S&P 500 company and Manhattan's largest office landlord, is a fully integrated real estate investment trust, or REIT, that is focused primarily on acquiring, managing and maximizing value of Manhattan commercial properties. As of December 31, 2020, SL Green held interests in 88 buildings totaling 38.2 million square feet. This included ownership interests in 28.6 million square feet of Manhattan buildings and 8.7 million square feet securing debt and preferred equity investments.

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