Implied Volatility
The 30-day options-implied volatility of NCMI / National CineMedia, Inc. is 61.40.
61.40%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-11 | 0.61 | 0.47 | |
| 2025-09-10 | 0.83 | 0.46 | |
| 2025-09-09 | 0.87 | 0.46 | |
| 2025-09-08 | 0.79 | 0.44 | |
| 2025-09-05 | 1.01 | 0.45 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-04 | 0.82 | 0.45 | |
| 2025-09-03 | 0.92 | 0.47 | |
| 2025-09-02 | 0.91 | 0.47 | |
| 2025-08-29 | 1.25 | 0.46 | |
| 2025-08-28 | 1.13 | 0.46 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-27 | 0.75 | 0.46 | |
| 2025-08-26 | 0.73 | 0.45 | |
| 2025-08-25 | 0.73 | 0.45 | |
| 2025-08-22 | 0.71 | 0.39 | |
| 2025-08-21 | 0.60 | 0.38 |
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.
