Implied Volatility
The 30-day options-implied volatility of FORM / FormFactor, Inc. is 45.67.
45.67%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.46 | 0.38 | |
| 2025-09-04 | 0.46 | 0.43 | |
| 2025-09-03 | 0.48 | 0.43 | |
| 2025-09-02 | 0.48 | 0.42 | |
| 2025-08-29 | 0.47 | 0.42 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.45 | 0.81 | |
| 2025-08-27 | 0.45 | 0.81 | |
| 2025-08-26 | 0.45 | 0.80 | |
| 2025-08-25 | 0.45 | 0.81 | |
| 2025-08-22 | 0.46 | 0.79 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.47 | 0.79 | |
| 2025-08-20 | 0.45 | 0.79 | |
| 2025-08-19 | 0.44 | 0.79 | |
| 2025-08-18 | 0.44 | 0.79 | |
| 2025-08-15 | 0.51 | 0.77 |
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.
