Implied Volatility
The 30-day options-implied volatility of HAFC / Hanmi Financial Corporation is 62.99.
62.99%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.63 | 0.29 | |
| 2025-09-04 | 0.72 | 0.29 | |
| 2025-09-03 | 0.66 | 0.29 | |
| 2025-09-02 | 0.75 | 0.28 | |
| 2025-08-29 | 0.69 | 0.29 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.64 | 0.29 | |
| 2025-08-27 | 0.57 | 0.30 | |
| 2025-08-26 | 0.56 | 0.30 | |
| 2025-08-25 | 0.43 | 0.30 | |
| 2025-08-22 | 0.47 | 0.24 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.33 | 0.24 | |
| 2025-08-20 | 0.65 | 0.49 | |
| 2025-08-19 | 0.39 | 0.49 | |
| 2025-08-18 | 0.28 | 0.49 | |
| 2025-08-15 | 0.62 | 0.49 |
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.
