Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Leverage Shares 2X Long ASML Daily ETF (ASMG) had 180-Day Implied Volatility (Mean) of 0.7360 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.7161
Implied Volatility (Puts)	0.7559
Implied Volatility (Mean)	0.7360
Put-Call Implied Volatility Ratio	1.0556
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000