Vita Coco Company Inc (COCO) Historical Volatility

Tracking COCO historical volatility helps you see how much Vita Coco Company Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, COCO's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor COCO 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. COCO's 30 day historical volatility, or COCO HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing COCO's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

The Vita Coco Company, Inc. develops, markets, and distributes coconut water products under the Vita Coco brand name in the United States, Canada, Europe, the Middle East, and the Asia Pacific. The company offers coconut oil and coconut milk; Hydration Drink Mix, a powdered form of flavored coconut water; sparkling water; Runa, a plant-based energy drink; purified water under the Ever & Ever brand name; and PWR LIFT, a protein-infused fitness drink. It distributes its products through club, food, drug, mass, convenience, e-commerce, and foodservice channels. In addition, the company supplies coconut water and coconut oil categories to retailers.