Green Brick Partners (GRBK)'s 30-day implied volatility (IV30) was 31.5% at the close on November 11, 2026, down from 33.6% the day before, against a 52-week range of 23.2% to 42.6%. Its 20-day historical volatility was 42.7%.

Key numbers

30-day implied volatility (IV30): 31.5%
IV30 52-week range: 23.2% to 42.6% (median 33.1%)
Historical volatility: 20-day 42.7%, 1-year 35.3%
Implied move by the nearest expiration: ±2.1%

Data as of November 11, 2026.

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

Name: GRBK Implied Volatility
Creator: Market Chameleon