Gambling.com Group Limited (GAMB) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Gambling.com Group Limited (GAMB) operates in the Consumer Cyclical sector, specifically the Gambling, Resorts & Casinos industry, with a market capitalization near $144.6M, listed on NASDAQ, employing roughly 555 people, carrying a beta of 0.84 to the broader market. Gambling. Led by Charles Hanson Gillespie, public since 2021-07-23.

Snapshot as of May 15, 2026.

Spot Price
$2.31
ATM IV
137.7%
HV 20-Day
205.3%
HV 60-Day
123.2%
IV Rank
74.8%
IV Percentile
97.2%

As of May 15, 2026, Gambling.com Group Limited (GAMB) ATM implied volatility is 137.7%. 20-day realized volatility is 205.3%, producing an IV-HV spread of -67.6 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 74.8%.

How GAMB iv/hv history Data Feeds Strategy Selection

Strategy selection on Gambling.com Group Limited options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 137.7% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

Learn how implied vs realized volatility is reported and how to read the data →

Frequently asked GAMB iv/hv history questions

Is GAMB options pricing rich or cheap right now?
As of May 15, 2026, Gambling.com Group Limited (GAMB) ATM IV is 137.7% against 20-day realized volatility of 205.3%. IV rank is 74.8%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the GAMB variance risk premium?
The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. GAMB is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does GAMB IV rank mean for strategy selection?
IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. GAMB's current rank of 74.8% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.