Grid Dynamics Holdings Inc
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.
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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
Historical movement is elevated versus the past year. The stock has been unusually active.
As of Nov 5, 2026
As of Nov 5, 2026
As of Nov 5, 2026