Implied Volatility
The 30-day options-implied volatility of CC / The Chemours Company is 55.61.
55.61%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.56 | 0.76 | |
| 2025-09-04 | 0.59 | 0.79 | |
| 2025-09-03 | 0.57 | 0.79 | |
| 2025-09-02 | 0.73 | 0.80 | |
| 2025-08-29 | 0.53 | 0.82 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.52 | 0.85 | |
| 2025-08-27 | 0.57 | 0.90 | |
| 2025-08-26 | 0.55 | 0.91 | |
| 2025-08-25 | 0.55 | 0.91 | |
| 2025-08-22 | 0.52 | 0.86 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.55 | 0.88 | |
| 2025-08-20 | 0.52 | 0.88 | |
| 2025-08-19 | 0.58 | 0.88 | |
| 2025-08-18 | 0.55 | 0.88 | |
| 2025-08-15 | 0.57 | 0.87 |
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.
