Implied Volatility
The 30-day options-implied volatility of KMDA / Kamada Ltd. is 111.06.
111.06%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.11 | 0.28 | |
| 2025-09-04 | 1.18 | 0.28 | |
| 2025-09-03 | 1.58 | 0.33 | |
| 2025-09-02 | 1.95 | 0.33 | |
| 2025-08-29 | 1.37 | 0.33 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.59 | 0.33 | |
| 2025-08-27 | 1.54 | 0.33 | |
| 2025-08-26 | 1.49 | 0.34 | |
| 2025-08-25 | 1.29 | 0.33 | |
| 2025-08-22 | 0.95 | 0.32 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.08 | 0.32 | |
| 2025-08-20 | 1.07 | 0.33 | |
| 2025-08-19 | 0.78 | 0.33 | |
| 2025-08-18 | 0.43 | 0.37 | |
| 2025-08-15 | 0.56 | 0.37 |
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.
