Implied Volatility
The 30-day options-implied volatility of PPBI / Pacific Premier Bancorp, Inc. is 0.00.
0.00%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 0.00 | 0.33 | |
| 2025-08-29 | 0.50 | 0.34 | |
| 2025-08-28 | 0.69 | 0.34 | |
| 2025-08-27 | 0.67 | 0.35 | |
| 2025-08-26 | 0.68 | 0.35 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.61 | 0.36 | |
| 2025-08-22 | 0.54 | 0.36 | |
| 2025-08-21 | 0.58 | 0.39 | |
| 2025-08-20 | 0.53 | 0.39 | |
| 2025-08-19 | 0.46 | 0.39 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-18 | 0.60 | 0.39 | |
| 2025-08-15 | 0.68 | 0.39 | |
| 2025-08-14 | 0.87 | 0.39 | |
| 2025-08-13 | 0.87 | 0.37 | |
| 2025-08-12 | 0.57 | 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.
