Krispy Kreme (DNUT)'s 30-day implied volatility (IV30) was 63.3% at the close on October 30, 2026, down from 73.6% the day before, against a 52-week range of 44.3% to 121.3%. Its 20-day historical volatility was 43.8%.
Key numbers
30-day implied volatility (IV30): 63.3%
IV30 52-week range: 44.3% to 121.3% (median 67.8%)
Historical volatility: 20-day 43.8%, 1-year 56.7%
Implied move by the nearest expiration: ±3.1%
Data as of October 30, 2026.
DNUT Implied Volatility (IV) vs Historical Volatility (HV)
The DNUT IV term structure shows the implied volatility difference between different maturity dates.