Sprouts Farmers Market Inc (SFM) Historical Volatility

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

Sprouts Farmers Market, Inc. offers fresh, natural, and organic food products in the United States. The company offers perishable product categories, including fresh produce, meat, seafood, deli, bakery, floral and dairy, and dairy alternatives; and non-perishable product categories, such as grocery, vitamins and supplements, bulk items, frozen foods, beer and wine, and natural health and body care. As of January 2, 2022, it operated 374 stores in 23 states. Sprouts Farmers Market, Inc. was founded in 2002 and is headquartered in Phoenix, Arizona.

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