Implied Volatility
The 30-day options-implied volatility of ALEC / Alector, Inc. is 169.90.
169.90%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-08 | 1.70 | 1.66 | |
| 2025-09-05 | 1.85 | 1.66 | |
| 2025-09-04 | 1.65 | 1.71 | |
| 2025-09-03 | 1.32 | 1.70 | |
| 2025-09-02 | 1.46 | 1.69 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-29 | 1.27 | 1.69 | |
| 2025-08-28 | 1.59 | 1.72 | |
| 2025-08-27 | 1.45 | 1.73 | |
| 2025-08-26 | 1.46 | 1.77 | |
| 2025-08-25 | 1.04 | 1.74 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-22 | 1.07 | 1.71 | |
| 2025-08-21 | 1.35 | 1.71 | |
| 2025-08-20 | 1.24 | 1.71 | |
| 2025-08-19 | 0.84 | 1.72 | |
| 2025-08-18 | 1.17 | 1.70 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
