Implied Volatility
The 30-day options-implied volatility of FLD / Fold Holdings, Inc. is 106.12.
106.12%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.06 | 0.60 | |
| 2025-09-04 | 1.07 | 0.56 | |
| 2025-09-03 | 0.85 | 0.57 | |
| 2025-09-02 | 1.09 | 0.57 | |
| 2025-08-29 | 1.01 | 0.57 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.06 | 0.57 | |
| 2025-08-27 | 1.03 | 0.54 | |
| 2025-08-26 | 1.10 | 0.53 | |
| 2025-08-25 | 0.92 | 0.47 | |
| 2025-08-22 | 1.10 | 0.47 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.04 | 0.47 | |
| 2025-08-20 | 1.17 | 0.45 | |
| 2025-08-19 | 1.13 | 0.41 | |
| 2025-08-18 | 1.09 | 0.32 | |
| 2025-08-15 | 1.00 | 0.30 |
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.
