Krispy Kreme (DNUT)'s 30-day implied volatility (IV30) was 71.1% at the close on October 28, 2026, down from 71.4% the day before, against a 52-week range of 44.3% to 142.0%. Its 20-day historical volatility was 39.7%.
Key numbers
30-day implied volatility (IV30): 71.1%
IV30 52-week range: 44.3% to 142.0% (median 67.8%)
Historical volatility: 20-day 39.7%, 1-year 56.8%
Implied move by the nearest expiration: ±2.7%
Data as of October 28, 2026.
DNUT Implied Volatility (IV) vs Historical Volatility (HV)
The DNUT IV term structure shows the implied volatility difference between different maturity dates.
