SNDL Inc (SNDL) Historical Volatility

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

SNDL Inc. engages in the production, distribution, and sale of cannabis products in Canada. The company operates through Cannabis Operations and Retail Operations segments. It engages in the cultivation, distribution, and sale of cannabis for the adult-use markets; and private sale of recreational cannabis through corporate owned and franchised retail cannabis stores. The company also produces and distributes inhalable products, such as flower, pre-rolls, and vapes. It offers its products under the Top Leaf, Sundial Cannabis, Palmetto, and Grasslands brands. The company was formerly known as Sundial Growers Inc.

and changed its name to SNDL Inc. in July 2022. SNDL Inc. was incorporated in 2006 and is headquartered in Calgary, Canada.

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