Braze - Class A (BRZE)'s 30-day implied volatility (IV30) was 4.0% at the close on October 23, 2026, up from 3.6% the day before, against a 52-week range of 3.4% to 103.6%. Its 20-day historical volatility was 67.8%.
Key numbers
30-day implied volatility (IV30): 4.0%
IV30 52-week range: 3.4% to 103.6% (median 68.8%)
Historical volatility: 20-day 67.8%, 1-year 68.3%
Implied move by the nearest expiration: ±0.2%
Data as of October 23, 2026.
BRZE Implied Volatility (IV) vs Historical Volatility (HV)
The BRZE IV term structure shows the implied volatility difference between different maturity dates.
