Ceva (CEVA)'s 30-day implied volatility (IV30) was 86.2% at the close on October 23, 2026, up from 83.6% the day before, against a 52-week range of 46.9% to 119.3%. Its 20-day historical volatility was 60.5%.
Key numbers
30-day implied volatility (IV30): 86.2%
IV30 52-week range: 46.9% to 119.3% (median 74.4%)
Historical volatility: 20-day 60.5%, 1-year 72.5%
Implied move by the nearest expiration: ±5.3%
Data as of October 23, 2026.
CEVA Implied Volatility (IV) vs Historical Volatility (HV)
The CEVA IV term structure shows the implied volatility difference between different maturity dates.
