Primo Brands Class A (PRMB)'s 30-day implied volatility (IV30) was 33.2% at the close on November 12, 2026, up from 32.6% the day before, against a 52-week range of 30.9% to 80.8%. Its 20-day historical volatility was 35.3%.

Key numbers

30-day implied volatility (IV30): 33.2%
IV30 52-week range: 30.9% to 80.8% (median 44.4%)
Historical volatility: 20-day 35.3%, 1-year 37.6%
Implied move by the nearest expiration: ±2.1%

Data as of November 12, 2026.

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

Name: PRMB Implied Volatility
Creator: Market Chameleon