Groupon Inc (GRPN) Historical Volatility

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

Groupon, Inc., together with its subsidiaries, operates a marketplace that connects consumers to merchants. It operates in two segments, North America and International. The company sells goods or services on behalf of third-party merchants; and first-party goods inventory. It serves customers through its mobile applications and websites. The company was formerly known as ThePoint.com, Inc. and changed its name to Groupon, Inc. in October 2008. Groupon, Inc. was incorporated in 2008 and is headquartered in Chicago, Illinois.

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