Implied Volatility
The 30-day options-implied volatility of ZDGE / Zedge, Inc. is 69.30.
69.30%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-09 | 0.69 | 0.58 | |
| 2025-09-08 | 1.14 | 0.59 | |
| 2025-09-05 | 0.67 | 0.59 | |
| 2025-09-04 | 0.78 | 0.65 | |
| 2025-09-03 | 0.80 | 0.66 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 0.71 | 0.68 | |
| 2025-08-29 | 0.89 | 0.69 | |
| 2025-08-28 | 0.74 | 0.68 | |
| 2025-08-27 | 0.84 | 0.67 | |
| 2025-08-26 | 0.68 | 0.68 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.68 | 0.68 | |
| 2025-08-22 | 0.78 | 0.69 | |
| 2025-08-21 | 0.63 | 0.68 | |
| 2025-08-20 | 0.66 | 0.69 | |
| 2025-08-19 | 0.91 | 0.66 |
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.
