Noodles & Company (NDLS) Historical Volatility

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

Noodles & Company, a restaurant concept company, develops and operates fast-casual restaurants. It offers cooked-to-order dishes, including noodles and pasta, soups, salads, and appetizers. As of December 28, 2021, the company operated 448 restaurants in 29 states, which included 372 company locations and 76 franchise locations. Noodles & Company was founded in 1995 and is based in Broomfield, Colorado.

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