Natural Grocers by Vitamin Cottage Inc (NGVC) Historical Volatility

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

Natural Grocers by Vitamin Cottage, Inc., together with its subsidiaries, retails natural and organic groceries, and dietary supplements in the United States. The company's stores offer natural and organic grocery products, such as organic produce; bulk food products; private label products comprising pasta, pasta sauce, ketchup, canned beans and vegetables, frozen vegetables, frozen fruits, frozen meals, frozen pizza, bread, baking mixes, plant based butter, olive and coconut oil, coconut milk, honey, maple syrup, preserves, chocolate, coffee, bacon, beef jerky, canned seafood, popcorn, tortilla chips, taco shells, eggs, cheese, apple sauce, apple cider vinegar, spring water, paper products, cleaning products, and other products; dry, frozen, and canned groceries; meat and seafood products; dairy products, dairy substitutes, and eggs; prepared foods; bread and baked products; beverages; and beer, wine, and hard cider products.

Its stores also provide private label dietary supplements; body care products consisting of cosmetics, skin care, hair care, fragrance, and personal care products containing natural and organic ingredients; pet care and food products; books and handouts; and household and general merchandise, including cleaning supplies, paper products, and dish and laundry soaps, as well as other common household products, such as diapers. The company operates its retail stores under the Natural Grocers by Vitamin Cottage trademark. As of February 1, 2022, it operated 162 stores in 20 states. The company also offers science-based nutrition education programs to help customers make informed health and nutrition choices. Natural Grocers by Vitamin Cottage, Inc. was founded in 1955 and is headquartered in Lakewood, 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 Natural Grocers by Vitamin Cottage Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where NGVC HV is running hot, cold, or in line. Make the NGVC 30 day historical volatility — and every other window — work for your edge instead of against it.