Implied Volatility
The 30-day options-implied volatility of CDLX / Cardlytics, Inc. is 165.08.
165.08%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.65 | 1.42 | |
| 2025-09-04 | 1.51 | 1.40 | |
| 2025-09-03 | 1.33 | 1.36 | |
| 2025-09-02 | 1.24 | 1.39 | |
| 2025-08-29 | 1.44 | 1.40 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.14 | 1.38 | |
| 2025-08-27 | 1.28 | 1.38 | |
| 2025-08-26 | 1.41 | 1.41 | |
| 2025-08-25 | 1.24 | 1.41 | |
| 2025-08-22 | 1.05 | 1.33 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.96 | 1.37 | |
| 2025-08-20 | 1.08 | 1.46 | |
| 2025-08-19 | 1.35 | 2.01 | |
| 2025-08-18 | 1.27 | 2.14 | |
| 2025-08-15 | 1.37 | 2.14 |
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.
