SiriusPoint Ltd (SPNT) Historical Volatility

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

SiriusPoint Ltd. provides multi-line insurance and reinsurance products and services worldwide. The company operates through two segments, Reinsurance, and Insurance & Services. The Reinsurance segment provides coverage to various product lines, which includes aviation and space, casualty, contingency, credit and bond, marine and energy, mortgage, and property to insurance and reinsurance companies, government entities, and other risk bearing vehicles. The Insurance & Services segment offers coverage to various product lines comprising accident and health, environmental, workers' compensation, and other lines of business, including a cross section of property and casualty lines.

The company was formerly known as Third Point Reinsurance Ltd. and changed its name to SiriusPoint Ltd. in February 2021. SiriusPoint Ltd. was incorporated in 2011 and is headquartered in Pembroke, Bermuda.

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