Peloton Interactive Inc (PTON) Historical Volatility

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

Peloton Interactive, Inc. provides interactive fitness products in North America and internationally. It offers connected fitness products with touchscreen that streams live and on-demand classes under the Peloton Bike, Peloton Bike+, Peloton Tread, and Peloton Tread+ names. The company also provides connected fitness subscriptions for various household users, and access to various live and on-demand classes, as well as Peloton Digital app for connected fitness subscribers to provide access to its classes. As of June 30, 2021, it had approximately 5.9 million members. The company markets and sells its interactive fitness products directly through its retail showrooms and at onepeloton.com.

Peloton Interactive, Inc. was founded in 2012 and is headquartered in New York, New York.

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