Implied Volatility
The 30-day options-implied volatility of DOUG / Douglas Elliman Inc. is 106.16.
106.16%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.06 | 0.65 | |
| 2025-09-04 | 0.88 | 0.65 | |
| 2025-09-03 | 0.73 | 0.66 | |
| 2025-09-02 | 0.73 | 0.62 | |
| 2025-08-29 | 0.86 | 1.15 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.86 | 1.15 | |
| 2025-08-27 | 0.81 | 1.18 | |
| 2025-08-26 | 0.95 | 1.20 | |
| 2025-08-25 | 0.91 | 1.21 | |
| 2025-08-22 | 0.83 | 1.25 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.68 | 1.26 | |
| 2025-08-20 | 0.57 | 1.26 | |
| 2025-08-19 | 0.92 | 1.27 | |
| 2025-08-18 | 0.67 | 1.27 | |
| 2025-08-15 | 1.02 | 1.27 |
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.
