Implied Volatility
The 30-day options-implied volatility of TBHC / The Brand House Collective, Inc. is 148.85.
148.85%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 1.49 | 0.62 | |
| 2025-09-04 | 1.39 | 0.62 | |
| 2025-09-03 | 1.45 | 0.63 | |
| 2025-09-02 | 1.39 | 0.63 | |
| 2025-08-29 | 1.63 | 0.74 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 1.52 | 0.74 | |
| 2025-08-27 | 1.36 | 0.76 | |
| 2025-08-26 | 1.45 | 1.03 | |
| 2025-08-25 | 1.44 | 1.11 | |
| 2025-08-22 | 1.59 | 1.12 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 1.31 | 1.23 | |
| 2025-08-20 | 1.38 | 1.22 | |
| 2025-08-19 | 1.24 | 1.54 | |
| 2025-08-18 | 1.75 | 1.66 | |
| 2025-08-15 | 1.34 | 1.65 |
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.
