Interactive Brokers Group Inc

IBKRNASDAQ · USD
87.08USD0.00 (-2.42%)
479

Interactive Brokers Group Inc (IBKR) Historical Volatility

IBKR 30-day historical volatility is 42%. This ranks in the 65th percentile of readings over the past year.

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Tracking IBKR historical volatility helps you see how much Interactive Brokers Group Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Interactive Brokers Group Inc's HV tells you what really happened. Use our scanner to monitor IBKR 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The IBKR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Interactive Brokers Group Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Interactive Brokers Group, Inc. operates as an automated electronic broker in the United States and internationally. The company engages in the execution, clearance, and settlement of trades in stocks, options, futures, foreign exchange instruments, bonds, mutual funds, exchange traded funds (ETFs), precious metals, and cryptocurrencies. It also offers custody and service accounts for hedge and mutual funds, ETFs, registered investment advisors, proprietary trading groups, introducing brokers, and individual investors. In addition, the company provides custody, prime brokerage, securities, and margin lending services.

It serves institutional and individual customers through electronic exchanges and market centers. Interactive Brokers Group, Inc. was founded in 1977 and is headquartered in Greenwich, Connecticut.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Interactive Brokers Group Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where IBKR HV is running hot, cold, or in line. Make the IBKR 30 day historical volatility — and every other window — work for your edge instead of against it.

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

As of September 28, 2026

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

As of September 28, 2026

See how volatility has moved over time

Track IBKR historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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