Implied Volatility
The 30-day options-implied volatility of CVM / CEL-SCI Corporation is 0.00.
0.00%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-05-19 | 0.00 | 0.70 | |
| 2025-05-16 | 0.00 | 0.70 | |
| 2025-05-15 | 0.00 | 0.75 | |
| 2025-05-14 | 0.00 | 0.69 | |
| 2025-05-13 | 0.00 | 0.68 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-05-12 | 0.00 | 1.82 | |
| 2025-05-09 | 0.00 | 1.83 | |
| 2025-05-08 | 0.00 | 1.83 | |
| 2025-05-07 | 0.00 | 1.87 | |
| 2025-05-06 | 0.00 | 1.88 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-05-05 | 0.00 | 1.90 | |
| 2025-05-02 | 0.00 | 1.90 | |
| 2025-05-01 | 0.00 | 1.87 | |
| 2025-04-30 | 0.00 | 1.89 | |
| 2025-04-29 | 0.00 | 1.89 |
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.
