Implied Volatility
The 30-day options-implied volatility of PVBC / Provident Bancorp, Inc. is 60.17.
60.17%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-08 | 0.60 | 0.14 | |
| 2025-09-05 | 0.64 | 0.13 | |
| 2025-09-04 | 0.59 | 0.14 | |
| 2025-09-03 | 0.68 | 0.14 | |
| 2025-09-02 | 0.69 | 0.14 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-29 | 0.76 | 0.14 | |
| 2025-08-28 | 0.77 | 0.14 | |
| 2025-08-27 | 0.80 | 0.15 | |
| 2025-08-26 | 0.73 | 0.16 | |
| 2025-08-25 | 0.76 | 0.16 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-22 | 0.75 | 0.14 | |
| 2025-08-21 | 0.40 | 0.15 | |
| 2025-08-20 | 0.83 | 0.15 | |
| 2025-08-19 | 0.82 | 0.15 | |
| 2025-08-18 | 0.34 | 0.15 |
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.
