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, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, GOOS's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. GOOS's 30 day historical volatility, or GOOS HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GOOS'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.

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.