GCM Grosvenor - Class A (GCMG)'s 30-day implied volatility (IV30) was 20.1% at the close on October 22, 2026, down from 34.7% the day before, against a 52-week range of 13.5% to 39.0%. Its 20-day historical volatility was 33.0%.

Key numbers

30-day implied volatility (IV30): 20.1%
IV30 52-week range: 13.5% to 39.0% (median 31.3%)
Historical volatility: 20-day 33.0%, 1-year 36.7%
Implied move by the nearest expiration: ±2.2%

Data as of October 22, 2026.

GCMG Implied Volatility (IV) vs Historical Volatility (HV)

Name: GCMG Implied Volatility
Creator: Market Chameleon