Smart Sand Inc (SND) Historical Volatility

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

Smart Sand, Inc., an integrated frac sand supply and services company, engages in the excavation, processing, and sale of sands or proppant for use in hydraulic fracturing operations in the oil and gas industry in the United States. It also provides logistics services; and SmartSystems, a wellsite proppant storage solution. The company sells its products primarily to oil and natural gas exploration and production companies, oilfield service companies, and industrial manufacturers. As of December 31, 2021, it had approximately 250 million tons of proven and probable recoverable sand reserves. Smart Sand, Inc.

was incorporated in 2011 and is headquartered in The Woodlands, 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 Smart Sand Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SND HV is running hot, cold, or in line. Make the SND 30 day historical volatility — and every other window — work for your edge instead of against it.