Implied Volatility
The 30-day options-implied volatility of CXDO / Crexendo, Inc. is 65.39.
65.39%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-08 | 0.65 | 0.54 | |
| 2025-09-05 | 0.70 | 0.66 | |
| 2025-09-04 | 0.66 | 0.66 | |
| 2025-09-03 | 0.65 | 0.65 | |
| 2025-09-02 | 0.64 | 0.73 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-29 | 0.62 | 0.76 | |
| 2025-08-28 | 0.66 | 0.76 | |
| 2025-08-27 | 0.67 | 0.76 | |
| 2025-08-26 | 0.67 | 0.77 | |
| 2025-08-25 | 0.70 | 0.78 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-22 | 0.73 | 0.77 | |
| 2025-08-21 | 0.58 | 0.77 | |
| 2025-08-20 | 0.69 | 0.77 | |
| 2025-08-19 | 0.66 | 0.77 | |
| 2025-08-18 | 0.58 | 0.76 |
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.
