Implied Volatility
The 30-day options-implied volatility of TTEC / TTEC Holdings, Inc. is 105.98.
105.98%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-09 | 1.06 | 0.43 | |
| 2025-09-08 | 1.48 | 0.89 | |
| 2025-09-05 | 1.02 | 0.89 | |
| 2025-09-04 | 1.54 | 0.95 | |
| 2025-09-03 | 1.03 | 0.94 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 1.29 | 0.96 | |
| 2025-08-29 | 0.95 | 1.98 | |
| 2025-08-28 | 0.96 | 1.97 | |
| 2025-08-27 | 0.92 | 1.98 | |
| 2025-08-26 | 0.95 | 1.98 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.88 | 1.98 | |
| 2025-08-22 | 1.00 | 1.97 | |
| 2025-08-21 | 0.90 | 1.97 | |
| 2025-08-20 | 0.97 | 1.97 | |
| 2025-08-19 | 0.86 | 1.99 |
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.
