Implied Volatility (Mean) (120-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.

T-REX 2X Long AXON Daily Target ETF (AXUP) had 120-Day Implied Volatility (Mean) of 0.9484 for 2025-11-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.5255
Implied Volatility (Puts)	1.3712
Implied Volatility (Mean)	0.9484
Put-Call Implied Volatility Ratio	2.6096
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2374