Krispy Kreme Inc (DNUT) Historical Volatility

Tracking DNUT historical volatility helps you see how much Krispy Kreme 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, Krispy Kreme Inc's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The DNUT 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Krispy Kreme 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.

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.

It serves through doughnut shops, delivered fresh daily outlets, ecommerce, and delivery business. The company was formerly known as Krispy Kreme Doughnuts, Inc. and changed its name to Krispy Kreme, Inc. in May 2021. Krispy Kreme, Inc. was founded in 1937 and is headquartered in Charlotte, North Carolina.

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