Implied Volatility
The 30-day options-implied volatility of PLUG / Plug Power Inc. is 107.89.
107.89%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.08 | 0.61 | |
| 2025-09-04 | 1.07 | 0.63 | |
| 2025-09-03 | 1.05 | 0.66 | |
| 2025-09-02 | 1.04 | 0.63 | |
| 2025-08-29 | 0.98 | 0.67 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.01 | 0.68 | |
| 2025-08-27 | 0.99 | 0.69 | |
| 2025-08-26 | 1.02 | 0.79 | |
| 2025-08-25 | 1.03 | 0.80 | |
| 2025-08-22 | 0.99 | 0.74 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.03 | 0.74 | |
| 2025-08-20 | 0.99 | 0.74 | |
| 2025-08-19 | 1.01 | 0.73 | |
| 2025-08-18 | 1.03 | 0.73 | |
| 2025-08-15 | 1.07 | 0.78 |
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.
