Implied Volatility
The 30-day options-implied volatility of TERN / Terns Pharmaceuticals, Inc. is 67.69.
67.69%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.68 | 0.73 | |
| 2025-09-04 | 0.88 | 0.75 | |
| 2025-09-03 | 1.17 | 0.76 | |
| 2025-09-02 | 0.96 | 0.73 | |
| 2025-08-29 | 1.06 | 0.77 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.69 | 0.78 | |
| 2025-08-27 | 0.77 | 0.75 | |
| 2025-08-26 | 0.99 | 0.72 | |
| 2025-08-25 | 0.83 | 0.71 | |
| 2025-08-22 | 0.62 | 0.70 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.76 | 0.66 | |
| 2025-08-20 | 0.67 | 0.64 | |
| 2025-08-19 | 1.00 | 0.66 | |
| 2025-08-18 | 0.67 | 0.63 | |
| 2025-08-15 | 0.84 | 0.62 |
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.
