Implied Volatility
The 30-day options-implied volatility of FCEL / FuelCell Energy, Inc. is 107.99.
107.99%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.08 | 0.44 | |
| 2025-09-04 | 1.09 | 0.47 | |
| 2025-09-03 | 0.98 | 0.47 | |
| 2025-09-02 | 0.93 | 0.45 | |
| 2025-08-29 | 1.05 | 0.47 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.02 | 0.52 | |
| 2025-08-27 | 1.12 | 0.54 | |
| 2025-08-26 | 1.25 | 0.58 | |
| 2025-08-25 | 1.25 | 0.60 | |
| 2025-08-22 | 1.20 | 0.55 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.08 | 0.54 | |
| 2025-08-20 | 1.12 | 0.56 | |
| 2025-08-19 | 1.06 | 0.63 | |
| 2025-08-18 | 1.07 | 0.63 | |
| 2025-08-15 | 1.08 | 0.64 |
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.
