BRP Inc. (DOO) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
BRP Inc. (DOO) operates in the Consumer Cyclical sector, specifically the Auto - Recreational Vehicles industry, with a market capitalization near $4.05B, listed on NASDAQ, employing roughly 16,500 people, carrying a beta of 0.98 to the broader market. BRP Inc. Led by Denis Le Vot, public since 2013-08-07.
Snapshot as of May 15, 2026.
- Spot Price
- $55.45
- ATM IV
- 57.1%
- HV 20-Day
- 40.2%
- HV 60-Day
- 101.6%
As of May 15, 2026, BRP Inc. (DOO) ATM implied volatility is 57.1%. 20-day realized volatility is 40.2%, producing an IV-HV spread of +16.9 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium.
How DOO iv/hv history Data Feeds Strategy Selection
Strategy selection on BRP Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 57.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked DOO iv/hv history questions
- Is DOO options pricing rich or cheap right now?
- As of May 15, 2026, BRP Inc. (DOO) ATM IV is 57.1% against 20-day realized volatility of 40.2%. DOO options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 16.9 vol points.
- What is the DOO variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. DOO is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does DOO IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. DOO's current rank signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.