Westamerica Bancorporation (WABC) Historical Volatility

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

Westamerica Bancorporation operates as a bank holding company for the Westamerica Bank that provides various banking products and services to individual and commercial customers. The company accepts various deposit products, including retail savings and checking accounts, as well as certificates of deposit. Its loan portfolio includes commercial, commercial and residential real estate, real estate construction, and consumer installment loans, as well as indirect automobile loans. It operates through 78 branch offices in 21 counties in Northern and Central California. The company was formerly known as Independent Bankshares Corporation and changed its name to Westamerica Bancorporation in 1983.

The company was incorporated in 1972 and is headquartered in San Rafael, California.

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