YPF ADR (YPF) Historical Volatility

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

YPF Sociedad Anónima, an energy company, engages in the oil and gas upstream and downstream activities in Argentina. The company's upstream operations include the exploration, development, and production of crude oil, natural gas, and NGLs. Its downstream operations include the refining, marketing, transportation, and distribution of oil, petroleum products, petroleum derivatives, petrochemicals, LPG, and bio-fuels, as well as in gas separation, natural gas distribution operations, and power generation. As of December 31, 2021, it had interests in 119 oil and gas fields; approximately 643 million barrels (mmbbl) of oil; and approximately 2,447 billion cubic feet (bcf) of gas.

It also had a retail distribution network of 1,654 YPF-branded service stations; and 18 exploration permits. In addition, the company owns and operates three refineries with combined annual refining capacity of approximately 120 mmbbl; approximately 2,800 kilometers of crude oil pipelines with approximately 640,000 barrels of aggregate daily transportation capacity of refined products; and crude oil tankage of approximately 7 mmbbl, as well as maintains terminal facilities at five Argentine ports. Further, it participates in 21 power generation plants with an aggregate installed capacity of 3,091 megawatts; offers diesel, fertilizers, lubricants, phytosanitary products, and ensiling bags; and supplies diesel, gasoline, fuel oil, coal, asphalts, paraffin, and sulfur, CO2, decanted oil, and aromatic extract. The company was founded in 1977 and is headquartered in Buenos Aires, Argentina.

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