Sezzle (SEZL)'s 30-day implied volatility (IV30) was 115.8% at the close on October 29, 2026, up from 88.3% the day before, against a 52-week range of 51.0% to 141.8%. Its 20-day historical volatility was 65.8%.
Key numbers
30-day implied volatility (IV30): 115.8%
IV30 52-week range: 51.0% to 141.8% (median 73.2%)
Historical volatility: 20-day 65.8%, 1-year 74.9%
Implied move by the nearest expiration: ±5.7%
Data as of October 29, 2026.
SEZL Implied Volatility (IV) vs Historical Volatility (HV)
The SEZL IV term structure shows the implied volatility difference between different maturity dates.
