Implied Volatility
The 30-day options-implied volatility of CXAI / CXApp Inc. is 175.35.
175.35%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.75 | 0.55 | |
| 2025-09-04 | 1.66 | 0.53 | |
| 2025-09-03 | 1.69 | 0.51 | |
| 2025-09-02 | 1.70 | 0.52 | |
| 2025-08-29 | 1.92 | 0.48 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.80 | 0.50 | |
| 2025-08-27 | 2.09 | 0.50 | |
| 2025-08-26 | 2.01 | 0.48 | |
| 2025-08-25 | 1.90 | 0.50 | |
| 2025-08-22 | 1.76 | 0.41 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.80 | 0.40 | |
| 2025-08-20 | 2.41 | 0.44 | |
| 2025-08-19 | 1.53 | 0.43 | |
| 2025-08-18 | 1.28 | 0.56 | |
| 2025-08-15 | 2.17 | 0.56 |
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.
