Implied Volatility (Mean) (20-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 BKNG Daily Target ETF (BKNU) had 20-Day Implied Volatility (Mean) of 1.3402 for 2025-11-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7052
Historical Volatility (Parkinson)	0.4899
Implied Volatility (Calls)	0.2937
Implied Volatility (Puts)	2.3867
Implied Volatility (Mean)	1.3402
Put-Call Implied Volatility Ratio	8.1264
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.4460