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 Bitcoin Daily Target ETF (BTCL) had 20-Day Implied Volatility (Mean) of 0.7422 for 2026-09-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.9667
Historical Volatility (Parkinson)	0.5451
Implied Volatility (Calls)	0.6805
Implied Volatility (Puts)	0.8040
Implied Volatility (Mean)	0.7422
Put-Call Implied Volatility Ratio	1.1816
Implied Volatility Skew	-0.0640
Option Statistics
Put-Call Ratio (Volume)	1.6000
Put-Call Ratio (Open Interest)	0.1938