Sportsman's Warehouse Holdings Inc (SPWH) Historical Volatility

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

Sportsman's Warehouse Holdings, Inc., together with its subsidiaries, operates as an outdoor sporting goods retailer in the United States. It offers camping products, such as backpacks, camp essentials, canoes and kayaks, coolers, outdoor cooking equipment, sleeping bags, tents, and tools; and apparel products, including camouflage, jackets, hats, outerwear, sportswear, technical gear, and work wear. The company also provides fishing products comprising bait, electronics, fishing rods, flotation items, fly fishing products, lines, lures, reels, tackles, and small boats; and foot wear products consisting of hiking and work boots, socks, sport sandals, technical footwear, trial and casual shoes, and waders.

In addition, it offers hunting and shooting products, such as ammunition, archery items, ATV accessories, blinds and tree stands, decoys, firearms, firearms safety and storage products, reloading equipment, and shooting gear products; and optics, electronics, and accessories, including gift items, GPS devices, knives, lighting, optics, and two-way radios. Further, the company's stores provide archery technician services, fishing-reel line winding, bore sighting and scope mounting, and cleaning services, as well as issues hunting and fishing licenses. Additionally, it offers various private label and special make-up offerings under the Rustic Ridge, Killik, Vital Impact, Yukon Gold, Lost Creek, and Sportsman's Warehouse brands. As of May 26, 2022, the company operated through 126 stores. Sportsman's Warehouse Holdings, Inc. was founded in 1986 and is headquartered in West Jordan, Utah.

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