National Vision Holdings Inc (EYE) Historical Volatility

Tracking EYE historical volatility helps you see how much National Vision Holdings 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, EYE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor EYE 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. EYE's 30 day historical volatility, or EYE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EYE'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.

National Vision Holdings, Inc., through its subsidiaries, operates as an optical retailer in the United States. The company operates in two segments, Owned & Host and Legacy. It offers eyeglasses and contact lenses, and optical accessory products; provides eye exams through its America's Best, Eyeglass World, Vista Optical, Fred Meyer, and Vista Optical military, as well as Vision Center branded stores; and offers health maintenance organization and optometric services. As of January 1, 2022, the company operated through 1,278 retail stores, as well as various e-commerce websites. National Vision Holdings, Inc.