Sable Offshore Corp (SOC) Historical Volatility

Tracking SOC historical volatility helps you see how much Sable Offshore Corp's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, SOC's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor SOC 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. SOC's 30 day historical volatility, or SOC HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing SOC's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Sable Offshore Corp. engages in the oil and gas exploration and development activities in the United States. It operates through three platforms located offshore California and an onshore processing facility comprised of 16 federal leases across approximately 76,000 acres. The company was formerly known as Flame Acquisition Corp. and changed its name to Sable Offshore Corp. in February 2024. Sable Offshore Corp. was incorporated in 2020 and is based in Houston, Texas.