Tracking DNUT historical volatility helps you see how much Krispy Kreme 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, DNUT's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DNUT 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. DNUT's 30 day historical volatility, or DNUT HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DNUT'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.
Krispy Kreme, Inc., together with its subsidiaries, operates through an omni-channel business model to provide doughnut experiences and produce doughnuts. The company operates through three segments: U.S. and Canada, International, and Market Development. It also produces cookies, brownies, cookie cakes, ice cream, cookie-wiches, and cold milk, as well as doughnut mixes, other ingredients, and doughnut-making equipment. As of January 2, 2022, the company had 1,810 Krispy Kreme and Insomnia Cookies-branded shops in approximately 30 countries worldwide, which include 971 company owned and 839 franchised.
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →