Implied Volatility
The 30-day options-implied volatility of TIXT / TELUS International (Cda) Inc. is 46.63.
46.63%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 0.47 | 0.55 | |
| 2025-09-09 | 0.46 | 0.55 | |
| 2025-09-08 | 0.48 | 0.56 | |
| 2025-09-05 | 0.50 | 0.56 | |
| 2025-09-04 | 0.51 | 0.56 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 0.48 | 0.59 | |
| 2025-09-02 | 0.47 | 0.30 | |
| 2025-08-29 | 1.09 | 0.32 | |
| 2025-08-28 | 1.07 | 0.32 | |
| 2025-08-27 | 1.06 | 0.32 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 0.95 | 0.33 | |
| 2025-08-25 | 0.98 | 0.33 | |
| 2025-08-22 | 0.94 | 0.31 | |
| 2025-08-21 | 0.93 | 0.29 | |
| 2025-08-20 | 0.87 | 0.29 |
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.
