GDYN Volatility Skew

The at-the-money implied volatility for Grid Dynamics Holdings Inc (GDYN) options expiring Mar 19, 2027 (124 DTE) is 62.2%.

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Implied Volatility Stats

Showing results for 2027-03-19(m), calls & puts

Expiration Date Avg IV
2027-03-19(m) calls 58.52%
2027-03-19(m) puts 53.86%

GDYN Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is GDYN's one-year implied volatility range?

Over the past year, Grid Dynamics 30-day implied volatility ranged from 35.0% on Nov 17, 2025 to 194.1% on Jan 16, 2026.

How has GDYN implied volatility changed recently?

Grid Dynamics 30-day implied volatility went from 67.7% on Oct 16, 2026 to 58.4% on Nov 13, 2026. See the GDYN implied volatility history for a longer view.

What is Grid Dynamics Holdings Inc?

Grid Dynamics Holdings Inc is a provider of technology consulting, platform and product engineering, and advanced analytics services.

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