National Beverage Corp (FIZZ) Historical Volatility

Tracking FIZZ historical volatility helps you see how much National Beverage Corp'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, FIZZ's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FIZZ 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. FIZZ's 30 day historical volatility, or FIZZ HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FIZZ'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 Beverage Corp., through its subsidiaries, develops, produces, markets, and sells a portfolio of sparkling waters, juices, energy drinks, and carbonated soft drinks primarily in the United States and Canada. The company offers beverages to the active and health-conscious consumers, including sparkling waters, energy drinks, and juices under the LaCroix, LaCroix Cúrate, LaCroix NiCola, Clear Fruit, Rip It, Everfresh, Everfresh Premier Varietals, and Mr. Pure brands. It also offers carbonated soft drinks under the Shasta and Faygo brands. The company serves retailers, as well as various smaller up-and-down-the-street accounts through the take-home, convenience, and food-service distribution channels.