Baozun Inc ADR

BZUNNASDAQ · USD
3.06USD+0.01 (+0.33%)
855

Baozun Inc ADR (BZUN) Historical Volatility

BZUN 30-day historical volatility is 41%. This ranks in the 30th percentile of readings over the past year.

Read more

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

Baozun Inc., through its subsidiaries, provides e-commerce solutions to brand partners in the People's Republic of China. The company offers IT infrastructure setup and integration, online store design and setup, online store operations, visual merchandising and marketing campaigns, customer services, and warehousing and order fulfilment. It serves brand partners in various categories, including apparel and accessories; appliances; electronics; home and furnishings; food and health products; beauty and cosmetics; fast moving consumer goods, and mother and baby products; and automobiles. The company was formerly known as Baozun Cayman Inc.

and changed its name to Baozun Inc. in March 2015. Baozun Inc. was founded in 2007 and is headquartered in Shanghai, the People's Republic of China.

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

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 29, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 29, 2026

See how volatility has moved over time

Track BZUN historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

Start your 14-day free trial