Implied Volatility
The 30-day options-implied volatility of DNUT / Krispy Kreme, Inc. is 79.71.
79.71%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 0.80 | 0.51 | |
| 2025-09-09 | 0.87 | 0.50 | |
| 2025-09-08 | 0.82 | 0.47 | |
| 2025-09-05 | 0.78 | 0.54 | |
| 2025-09-04 | 0.89 | 0.57 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 0.86 | 0.57 | |
| 2025-09-02 | 0.81 | 0.57 | |
| 2025-08-29 | 0.83 | 0.60 | |
| 2025-08-28 | 0.82 | 0.63 | |
| 2025-08-27 | 0.90 | 0.61 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 1.03 | 0.68 | |
| 2025-08-25 | 0.87 | 0.72 | |
| 2025-08-22 | 0.87 | 0.68 | |
| 2025-08-21 | 0.84 | 0.68 | |
| 2025-08-20 | 0.82 | 0.71 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
