Canada Goose Holdings Inc (GOOS) Historical Volatility

Tracking GOOS historical volatility helps you see how much Canada Goose Holdings 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, Canada Goose Holdings Inc's HV tells you what really happened. Use our scanner to monitor GOOS 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 GOOS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Canada Goose Holdings 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.

Canada Goose Holdings Inc. designs, manufactures, and sells performance luxury apparel for men, women, youth, children, and babies in Canada, the United States, Asia Pacific, Europe, the Middle East, Africa, and Latin America. The company operates through three segments: Direct-to-Consumer, Wholesale, and Other. It offers parkas, lightweight down jackets, rainwear, windwear, knitwear, footwear, and accessories for fall, winter, and spring seasons. As of April 3, 2022, the company operated through its 56 national e-commerce markets and 41 directly operated retail stores in North America, Europe, and Asia Pacific.

It also sells its products through wholesale partners and distributors. The company was founded in 1957 and is headquartered in Toronto, Canada.

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