Sezzle (SEZL)'s 30-day implied volatility (IV30) was 85.6% at the close on October 21, 2026, up from 84.0% the day before, against a 52-week range of 51.0% to 141.8%. Its 20-day historical volatility was 63.0%.
Key numbers
30-day implied volatility (IV30): 85.6%
IV30 52-week range: 51.0% to 141.8% (median 73.2%)
Historical volatility: 20-day 63.0%, 1-year 74.9%
Implied move by the nearest expiration: ±5.3%
Data as of October 21, 2026.
SEZL Implied Volatility (IV) vs Historical Volatility (HV)
The SEZL IV term structure shows the implied volatility difference between different maturity dates.
