U.S. Bancorp (USB) Historical Volatility

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

U.S. Bancorp, a financial services holding company, provides various financial services to individuals, businesses, institutional organizations, governmental entities and other financial institutions in the United States. It operates in Corporate and Commercial Banking, Consumer and Business Banking, Wealth Management and Investment Services, Payment Services, and Treasury and Corporate Support segments. The company offers depository services, including checking accounts, savings accounts, and time certificate contracts; lending services, such as traditional credit products; and credit card services, lease financing and import/export trade, asset-backed lending, agricultural finance, and other products.

It also provides ancillary services comprising capital markets, treasury management, and receivable lock-box collection services to corporate and governmental entity customers; and a range of asset management and fiduciary services for individuals, estates, foundations, business corporations, and charitable organizations. In addition, the company offers investment and insurance products to its customers principally within its markets, as well as fund administration services to a range of mutual and other funds. Further, it provides corporate and purchasing card, and corporate trust services; and merchant processing services, as well as investment management, ATM processing, mortgage banking, insurance, and brokerage and leasing services. As of December 31, 2021, the company provided its products and services through a network of 2,230 banking offices principally operating in the Midwest and West regions of the United States, as well as through on-line services, over mobile devices, and other distribution channels; and operated a network of 4,059 ATMs. The company was founded in 1863 and is headquartered in Minneapolis, Minnesota.

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