Primo Brands Class A (PRMB)'s 30-day implied volatility (IV30) was 50.4% at the close on October 23, 2026, down from 52.2% the day before, against a 52-week range of 30.9% to 80.8%. Its 20-day historical volatility was 32.6%.

Key numbers

30-day implied volatility (IV30): 50.4%
IV30 52-week range: 30.9% to 80.8% (median 44.5%)
Historical volatility: 20-day 32.6%, 1-year 37.6%
Implied move by the nearest expiration: ±3.3%

Data as of October 23, 2026.

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

Name: PRMB Implied Volatility
Creator: Market Chameleon