Implied Volatility
The 30-day options-implied volatility of NMAX / Newsmax Inc. is 104.50.
104.50%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.05 | 0.86 | |
| 2025-09-04 | 1.02 | 0.85 | |
| 2025-09-03 | 1.02 | 0.85 | |
| 2025-09-02 | 0.98 | 0.85 | |
| 2025-08-29 | 0.97 | 0.80 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.92 | 0.81 | |
| 2025-08-27 | 0.94 | 0.80 | |
| 2025-08-26 | 0.91 | 0.80 | |
| 2025-08-25 | 0.93 | 0.80 | |
| 2025-08-22 | 0.73 | 0.78 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.71 | 0.68 | |
| 2025-08-20 | 0.58 | 0.70 | |
| 2025-08-19 | 0.78 | 0.66 | |
| 2025-08-18 | 0.84 | 0.41 | |
| 2025-08-15 | 0.62 | 0.41 |
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.
