Implied Volatility
The 30-day options-implied volatility of DAY / Dayforce Inc. is 6.50.
6.50%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-11 | 0.07 | 0.83 | |
| 2025-09-10 | 0.08 | 0.83 | |
| 2025-09-09 | 0.08 | 0.83 | |
| 2025-09-08 | 0.07 | 0.86 | |
| 2025-09-05 | 0.06 | 0.86 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-04 | 0.06 | 0.86 | |
| 2025-09-03 | 0.06 | 0.88 | |
| 2025-09-02 | 0.05 | 0.88 | |
| 2025-08-29 | 0.05 | 0.90 | |
| 2025-08-28 | 0.04 | 0.90 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-27 | 0.06 | 0.90 | |
| 2025-08-26 | 0.05 | 0.90 | |
| 2025-08-25 | 0.06 | 0.91 | |
| 2025-08-22 | 0.06 | 0.91 | |
| 2025-08-21 | 0.07 | 0.91 |
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.
