Implied Volatility (Mean) (10-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 Bitcoin Daily Target ETF (BTCL) had 10-Day Implied Volatility (Mean) of 0.7689 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6978
Historical Volatility (Parkinson)	0.4460
Implied Volatility (Calls)	0.7221
Implied Volatility (Puts)	0.8158
Implied Volatility (Mean)	0.7689
Put-Call Implied Volatility Ratio	1.1297
Implied Volatility Skew	0.0279
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.1744