Implied Volatility
The 30-day options-implied volatility of GNLX / Genelux Corporation is 304.99.
304.99%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 3.05 | 0.70 | |
| 2025-09-04 | 3.40 | 0.68 | |
| 2025-09-03 | 4.76 | 0.68 | |
| 2025-09-02 | 3.34 | 0.67 | |
| 2025-08-29 | 4.75 | 0.65 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 4.48 | 0.66 | |
| 2025-08-27 | 4.02 | 0.64 | |
| 2025-08-26 | 4.22 | 0.66 | |
| 2025-08-25 | 5.11 | 0.66 | |
| 2025-08-22 | 4.55 | 0.59 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 4.73 | 0.59 | |
| 2025-08-20 | 4.68 | 0.67 | |
| 2025-08-19 | 2.46 | 0.70 | |
| 2025-08-18 | 1.44 | 0.72 | |
| 2025-08-15 | 4.46 | 0.71 |
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.
