Implied Volatility
The 30-day options-implied volatility of FFWM / First Foundation Inc. is 104.08.
104.08%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.04 | 0.45 | |
| 2025-09-04 | 0.91 | 0.45 | |
| 2025-09-03 | 0.88 | 0.45 | |
| 2025-09-02 | 1.10 | 0.48 | |
| 2025-08-29 | 1.00 | 0.50 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.92 | 0.49 | |
| 2025-08-27 | 1.35 | 0.50 | |
| 2025-08-26 | 0.91 | 0.50 | |
| 2025-08-25 | 0.87 | 0.50 | |
| 2025-08-22 | 0.91 | 0.45 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.71 | 0.49 | |
| 2025-08-20 | 0.78 | 0.49 | |
| 2025-08-19 | 0.63 | 0.49 | |
| 2025-08-18 | 0.56 | 0.49 | |
| 2025-08-15 | 0.67 | 0.47 |
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.
