Implied Volatility
The 30-day options-implied volatility of DDD / 3D Systems Corporation is 90.66.
90.66%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.91 | 1.31 | |
| 2025-09-04 | 0.86 | 1.32 | |
| 2025-09-03 | 0.94 | 1.30 | |
| 2025-09-02 | 0.95 | 1.28 | |
| 2025-08-29 | 0.85 | 1.26 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.95 | 1.24 | |
| 2025-08-27 | 0.96 | 1.10 | |
| 2025-08-26 | 0.94 | 1.13 | |
| 2025-08-25 | 0.97 | 1.13 | |
| 2025-08-22 | 0.84 | 1.13 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.92 | 1.13 | |
| 2025-08-20 | 0.78 | 1.13 | |
| 2025-08-19 | 0.76 | 1.12 | |
| 2025-08-18 | 0.90 | 1.13 | |
| 2025-08-15 | 0.99 | 1.12 |
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.
