Ceva (CEVA)'s 30-day implied volatility (IV30) was 96.2% at the close on November 6, 2026, down from 97.6% the day before, against a 52-week range of 46.9% to 119.3%. Its 20-day historical volatility was 77.5%.
Key numbers
30-day implied volatility (IV30): 96.2%
IV30 52-week range: 46.9% to 119.3% (median 75.3%)
Historical volatility: 20-day 77.5%, 1-year 73.7%
Implied move by the nearest expiration: ±6.7%
Data as of November 6, 2026.
CEVA Implied Volatility (IV) vs Historical Volatility (HV)
The CEVA IV term structure shows the implied volatility difference between different maturity dates.
