National Beverage Corp (FIZZ) Historical Volatility

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

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.

National Beverage Corp. was incorporated in 1985 and is based in Fort Lauderdale, Florida.

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