Implied Volatility
The 30-day options-implied volatility of TNYA / Tenaya Therapeutics, Inc. is 220.68.
220.68%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 2.21 | 1.18 | |
| 2025-09-09 | 2.36 | 1.12 | |
| 2025-09-08 | 1.28 | 1.12 | |
| 2025-09-05 | 1.61 | 1.12 | |
| 2025-09-04 | 2.07 | 1.15 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 1.78 | 1.12 | |
| 2025-09-02 | 1.41 | 1.09 | |
| 2025-08-29 | 1.61 | 1.10 | |
| 2025-08-28 | 1.40 | 1.15 | |
| 2025-08-27 | 1.26 | 1.15 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 1.25 | 1.24 | |
| 2025-08-25 | 1.07 | 1.25 | |
| 2025-08-22 | 1.45 | 1.26 | |
| 2025-08-21 | 1.37 | 1.23 | |
| 2025-08-20 | 1.64 | 1.22 |
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.
