Implied Volatility
The 30-day options-implied volatility of COOK / Traeger, Inc. is 129.31.
129.31%
Date | IV30 | IV90 | HV20 |
---|---|---|---|
2025-09-11 | 1.29 | 0.63 | |
2025-09-10 | 1.76 | 0.61 | |
2025-09-09 | 2.38 | 0.58 | |
2025-09-08 | 2.15 | 0.60 | |
2025-09-05 | 1.52 | 0.89 |
Date | IV30 | IV90 | HV20 |
---|---|---|---|
2025-09-04 | 1.14 | 0.79 | |
2025-09-03 | 2.02 | 0.80 | |
2025-09-02 | 1.27 | 0.82 | |
2025-08-29 | 1.71 | 0.83 | |
2025-08-28 | 1.29 | 0.83 |
Date | IV30 | IV90 | HV20 |
---|---|---|---|
2025-08-27 | 1.18 | 0.86 | |
2025-08-26 | 1.15 | 0.87 | |
2025-08-25 | 1.13 | 0.86 | |
2025-08-22 | 1.12 | 0.85 | |
2025-08-21 | 1.10 | 0.85 |
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.