GoPro Inc (GPRO) Historical Volatility

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

GoPro, Inc. engages in manufacturing and selling cameras and camera accessories. It provides mountable and wearable cameras and accessories, which it refers to as capture devices. Its product brands include HERO9 Black, HERO8 Black, Max, HERO7 Black, HERO7 Silver, GoPro Plus, and GoPro App. The company was founded by Nicholas Woodman in 2002 and is headquartered in San Mateo, CA.

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