Western New England Bancorp Inc (WNEB) Historical Volatility

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

Western New England Bancorp, Inc. operates as the holding company for Westfield Bank that provides a range of commercial and retail banking products and services to individuals and businesses. The company accepts various deposit accounts, including checking, business and municipal savings, money market and sweep, individual retirement, and other savings accounts; time deposits; certificates of deposit; and interest on lawyers trust accounts. It also offers residential and commercial real estate, commercial construction, working capital, equipment financing and term, home equity, and consumer loans; commercial and industrial loans, such as revolving lines of credit.

In addition, the company provides automated teller machine (ATM), telephone and online banking, remote deposit capture, cash management, overdraft and safe deposit facility, and night deposit services. As of December 31, 2021, it operated through a network of 25 banking offices, 23 free-standing ATMs, and 35 seasonal or temporary ATMS located in Agawam, Chicopee, Feeding Hills, East Longmeadow, Holyoke, Huntington, Ludlow, South Hadley, Southwick, Springfield, Ware, West Springfield and Westfield, Massachusetts and Bloomfield, Enfield, Granby, and West Hartford, Connecticut. The company was formerly known as Westfield Financial, Inc. and changed its name to Western New England Bancorp, Inc. in October 2016. Western New England Bancorp, Inc. was founded in 1853 and is headquartered in Westfield, Massachusetts.

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