Implied Volatility
The 30-day options-implied volatility of STEM / Stem, Inc. is 119.39.
119.39%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.19 | 0.84 | |
| 2025-09-04 | 1.24 | 0.84 | |
| 2025-09-03 | 1.24 | 0.96 | |
| 2025-09-02 | 1.29 | 1.01 | |
| 2025-08-29 | 1.21 | 1.03 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.22 | 1.08 | |
| 2025-08-27 | 1.24 | 1.10 | |
| 2025-08-26 | 1.19 | 1.36 | |
| 2025-08-25 | 1.27 | 1.60 | |
| 2025-08-22 | 1.22 | 1.57 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.25 | 1.55 | |
| 2025-08-20 | 1.28 | 1.49 | |
| 2025-08-19 | 1.26 | 1.51 | |
| 2025-08-18 | 1.21 | 1.69 | |
| 2025-08-15 | 1.25 | 2.15 |
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.
