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 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, Vita Coco Company Inc's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The COCO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vita Coco Company 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.

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.

The company was formerly known as All Market Inc. and changed its name to The Vita Coco Company, Inc. in September 2021.The Vita Coco Company, Inc. was founded in 2004 and is headquartered in New York, New York.

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