Barclays Bank PLC iPath Series B Carbon ETN (GRN) Historical Volatility

Tracking GRN historical volatility helps you see how much Barclays Bank PLC iPath Series B Carbon ETN'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, GRN's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor GRN 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. GRN's 30 day historical volatility, or GRN HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GRN'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.

The iPath Series B Carbon ETNs are designed to provide exposure to the Barclays Global Carbon II TR USD Index. They offer exposure to the price of carbon as measured by futures contracts on carbon emissions credits from the EU ETS and CDM mechanisms.