Implied Volatility
The 30-day options-implied volatility of FC / Franklin Covey Co. is 88.48.
88.48%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.88 | 0.36 | |
| 2025-09-04 | 0.76 | 0.37 | |
| 2025-09-03 | 0.77 | 0.35 | |
| 2025-09-02 | 0.58 | 0.35 | |
| 2025-08-29 | 0.60 | 0.41 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.65 | 0.41 | |
| 2025-08-27 | 0.67 | 0.41 | |
| 2025-08-26 | 0.50 | 0.41 | |
| 2025-08-25 | 0.60 | 0.40 | |
| 2025-08-22 | 0.60 | 0.37 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.86 | 0.37 | |
| 2025-08-20 | 0.68 | 0.38 | |
| 2025-08-19 | 0.51 | 0.38 | |
| 2025-08-18 | 0.44 | 0.39 | |
| 2025-08-15 | 0.51 | 0.40 |
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.
