Implied Volatility
The 30-day options-implied volatility of CEGX / Investment Managers Series Trust II - Tradr 2X Long CEG Daily ETF is 87.80.
87.80%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 0.88 | 0.50 | |
| 2025-09-09 | 0.78 | 0.49 | |
| 2025-09-08 | 0.82 | 0.49 | |
| 2025-09-05 | 0.81 | 0.46 | |
| 2025-09-04 | 0.80 | 0.47 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 0.81 | 0.50 | |
| 2025-09-02 | 0.84 | 0.61 | |
| 2025-08-29 | 0.77 | 0.57 | |
| 2025-08-28 | 0.78 | 0.57 | |
| 2025-08-27 | 0.80 | 0.67 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 0.78 | 0.66 | |
| 2025-08-25 | 0.80 | 0.65 | |
| 2025-08-22 | 0.80 | 0.67 | |
| 2025-08-21 | 0.82 | 0.67 | |
| 2025-08-20 | 0.82 | 0.68 |
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.
