Implied Volatility
The 30-day options-implied volatility of WLK / Westlake Corporation is 42.36.
42.36%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.42 | 0.52 | |
| 2025-09-04 | 0.38 | 0.52 | |
| 2025-09-03 | 0.41 | 0.59 | |
| 2025-09-02 | 0.41 | 0.59 | |
| 2025-08-29 | 0.41 | 0.62 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.37 | 0.62 | |
| 2025-08-27 | 0.40 | 0.67 | |
| 2025-08-26 | 0.42 | 0.67 | |
| 2025-08-25 | 0.44 | 0.65 | |
| 2025-08-22 | 0.40 | 0.58 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.41 | 0.62 | |
| 2025-08-20 | 0.45 | 0.63 | |
| 2025-08-19 | 0.41 | 0.65 | |
| 2025-08-18 | 0.39 | 0.65 | |
| 2025-08-15 | 0.37 | 0.65 |
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.
