Neuronetics Inc (STIM) Historical Volatility

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

Neuronetics, Inc., a commercial stage medical technology company, designs, develops, and markets products for patients with neurohealth disorders in the United States and internationally. The company offers NeuroStar Advanced Therapy System, a non-invasive and non-systemic office-based treatment to treat adult patients with major depressive disorder. Its NeuroStar Advanced Therapy System uses transcranial magnetic stimulation to create a pulsed, MRI-strength magnetic field that induces electrical currents designed to stimulate specific areas of the brain associated with mood. The company sells its products through its sales and customer support team to psychiatrists.

Neuronetics, Inc. was incorporated in 2001 and is headquartered in Malvern, Pennsylvania.

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