Implied Volatility
The 30-day options-implied volatility of SVC / Service Properties Trust is 96.88.
96.88%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-09 | 0.97 | 0.46 | |
| 2025-09-08 | 0.92 | 0.55 | |
| 2025-09-05 | 0.92 | 0.54 | |
| 2025-09-04 | 1.02 | 0.68 | |
| 2025-09-03 | 0.87 | 0.69 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 0.83 | 0.68 | |
| 2025-08-29 | 0.76 | 0.68 | |
| 2025-08-28 | 0.83 | 0.69 | |
| 2025-08-27 | 0.83 | 0.74 | |
| 2025-08-26 | 0.68 | 0.74 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.69 | 0.74 | |
| 2025-08-22 | 0.87 | 0.71 | |
| 2025-08-21 | 0.67 | 0.73 | |
| 2025-08-20 | 0.48 | 0.74 | |
| 2025-08-19 | 0.67 | 0.84 |
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.
