Grid Dynamics Holdings Inc

GDYNNASDAQ · USD
13.10USD-0.43 (-3.22%)
6910

Grid Dynamics Holdings Inc (GDYN) Historical Volatility

GDYN's 30 day historical volatility is 106.74%, in the 100th percentile of readings over the past year. This is a high percentile, meaning Grid Dynamics Holdings Inc shares have swung far more than usual. GDYN's 30 day implied volatility sits at 59.95%, with an IV Rank of 15.87%, leaving IV 46.79 points below historical volatility. This means options are pricing in less movement than the stock has actually delivered, as of Nov 5, 2026.

Read more

Tracking GDYN historical volatility helps you see how much Grid Dynamics Holdings Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, GDYN's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor GDYN 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. GDYN's 30 day historical volatility, or GDYN HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GDYN's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Grid Dynamics Holdings, Inc., together with its subsidiaries, provides enterprise-level digital transformation services in the areas of search, analytics, and release automation for Fortune 1000 corporations in North America, Europe, and internationally. It works in collaboration with its clients on digital transformation initiatives that cover strategy consulting, early prototypes, and enterprise-scale delivery of new digital platforms. The company offers technical consulting, software design, development, testing, and internet service operations services. It serves customers that operate in the retail, technology and telecommunications, media, consumer packaged goods/manufacturing, financial services, and other sectors.

Historical Volatility

HV Percentile
100thHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)106.74%

HV Percentile100th

Implied Volatility (30d)59.95%

IV Rank15.87%

IV Minus HV-46.79%

As of Nov 5, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 5, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 5, 2026