Implied Volatility
The 30-day options-implied volatility of NFE / New Fortress Energy Inc. is 176.89.
176.89%
Date | IV30 | IV90 | HV20 |
---|---|---|---|
2025-09-05 | 1.77 | 0.78 | |
2025-09-04 | 1.68 | 0.82 | |
2025-09-03 | 1.83 | 0.91 | |
2025-09-02 | 1.76 | 0.93 | |
2025-08-29 | 1.69 | 0.91 |
Date | IV30 | IV90 | HV20 |
---|---|---|---|
2025-08-28 | 1.98 | 0.98 | |
2025-08-27 | 1.90 | 1.05 | |
2025-08-26 | 2.14 | 1.17 | |
2025-08-25 | 2.04 | 1.20 | |
2025-08-22 | 2.25 | 1.15 |
Date | IV30 | IV90 | HV20 |
---|---|---|---|
2025-08-21 | 2.06 | 1.17 | |
2025-08-20 | 2.16 | 1.17 | |
2025-08-19 | 2.06 | 1.16 | |
2025-08-18 | 1.91 | 1.18 | |
2025-08-15 | 1.97 | 1.20 |
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.