Vulcan Materials Co (VMC) Historical Volatility

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

Vulcan Materials Company, together with its subsidiaries, produces and supplies construction aggregates primarily in the United States. It operates through four segments: Aggregates, Asphalt, Concrete, and Calcium. The Aggregates segment provides crushed stones, sand and gravel, sand, and other aggregates; and related products and services that are applied in construction and maintenance of highways, streets, and other public works, as well as in the construction of housing and commercial, industrial, and other nonresidential facilities. The Asphalt Mix segment offers asphalt mix in Alabama, Arizona, California, New Mexico, Tennessee, and Texas, as well as engages in the asphalt construction paving activity in Alabama, Tennessee, and Texas.

The Concrete segment provides ready-mixed concrete in California, Maryland, New Jersey, New York, Oklahoma, Pennsylvania, Texas and Virginia, and Washington D.C. The Calcium segment mines, produces, and sells calcium products for the animal feed, plastics, and water treatment industries. The company was formerly known as Virginia Holdco, Inc. and changed its name to Vulcan Materials Company. Vulcan Materials Company was founded in 1909 and is headquartered in Birmingham, Alabama.

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