Gran Tierra Energy Inc

GTEAMEX · USD
9.42USD+0.03 (+0.32%)
7310

Gran Tierra Energy Inc (GTE) Historical Volatility

GTE's 30 day historical volatility is 47.63%, in the 14th percentile of readings over the past year. This is a low percentile, meaning Gran Tierra Energy Inc shares have been calmer than usual. GTE's 30 day implied volatility sits at 87.58%, with an IV Rank of 54.37%, leaving IV 39.95 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 5, 2026.

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Tracking GTE historical volatility helps you see how much Gran Tierra Energy 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, GTE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor GTE 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. GTE's 30 day historical volatility, or GTE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing GTE'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.

Gran Tierra Energy Inc., together with its subsidiaries, engages in the exploration and production of oil and gas properties in Colombia and Ecuador. As of December 31, 2021, it had total proved undeveloped reserves of 24.8 million barrels of oil equivalent in Colombia. The company was incorporated in 2003 and is headquartered in Calgary, Canada.

Historical Volatility

HV Percentile
14thHV Percentile
Low

Historical movement is subdued versus the past year. The stock has been unusually quiet.

Historical Volatility (30d)47.63%

HV Percentile14th

Implied Volatility (30d)87.58%

IV Rank54.37%

IV Minus HV+39.95%

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

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