Implied Volatility
The 30-day options-implied volatility of PLCE / The Children's Place, Inc. is 119.25.
119.25%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 1.19 | 0.74 | |
| 2025-09-09 | 1.14 | 0.74 | |
| 2025-09-08 | 1.19 | 0.61 | |
| 2025-09-05 | 1.34 | 0.63 | |
| 2025-09-04 | 1.42 | 0.59 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 1.50 | 0.57 | |
| 2025-09-02 | 1.07 | 0.57 | |
| 2025-08-29 | 2.36 | 0.56 | |
| 2025-08-28 | 1.17 | 0.57 | |
| 2025-08-27 | 1.21 | 0.54 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 1.19 | 0.60 | |
| 2025-08-25 | 1.20 | 0.60 | |
| 2025-08-22 | 1.24 | 0.61 | |
| 2025-08-21 | 1.12 | 0.58 | |
| 2025-08-20 | 1.13 | 0.73 |
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.
