Implied Volatility
The 30-day options-implied volatility of KULR / KULR Technology Group, Inc. is 113.24.
113.24%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.13 | 0.41 | |
| 2025-09-04 | 1.07 | 0.41 | |
| 2025-09-03 | 1.16 | 0.41 | |
| 2025-09-02 | 1.13 | 0.41 | |
| 2025-08-29 | 1.05 | 0.42 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.97 | 0.41 | |
| 2025-08-27 | 0.93 | 0.41 | |
| 2025-08-26 | 1.09 | 0.44 | |
| 2025-08-25 | 1.10 | 0.50 | |
| 2025-08-22 | 1.05 | 0.43 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.10 | 0.44 | |
| 2025-08-20 | 1.13 | 0.46 | |
| 2025-08-19 | 1.18 | 0.48 | |
| 2025-08-18 | 1.09 | 0.48 | |
| 2025-08-15 | 1.17 | 0.56 |
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.
