Grocery Outlet Holding Corp (GO) Historical Volatility

Tracking GO historical volatility helps you see how much Grocery Outlet Holding 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, Grocery Outlet Holding Corp's HV tells you what really happened. Use our scanner to monitor GO 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 GO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Grocery Outlet Holding 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.

Grocery Outlet Holding Corp. owns and operates a network of independently operated stores in the United States. The company's stores offer products in various categories, such as dairy and deli, produce, floral, and fresh meat and seafood products, as well as grocery, general merchandise, health and beauty care, frozen foods, and beer and wine. As of August 09, 2022, it had 425 stores in eight states. The company was founded in 1946 and is headquartered in Emeryville, California.

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