Green Brick Partners (GRBK)'s 30-day implied volatility (IV30) was 35.6% at the close on November 4, 2026, up from 30.9% the day before, against a 52-week range of 23.2% to 42.6%. Its 20-day historical volatility was 38.0%.

Key numbers

30-day implied volatility (IV30): 35.6%
IV30 52-week range: 23.2% to 42.6% (median 33.1%)
Historical volatility: 20-day 38.0%, 1-year 34.7%
Implied move by the nearest expiration: ±2.1%

Data as of November 4, 2026.

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

Name: GRBK Implied Volatility
Creator: Market Chameleon