Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 1.1224 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.6844
Historical Volatility (Parkinson)	0.9113
Implied Volatility (Calls)	1.1849
Implied Volatility (Puts)	1.0599
Implied Volatility (Mean)	1.1224
Put-Call Implied Volatility Ratio	0.8945
Implied Volatility Skew	0.1351
Option Statistics
Put-Call Ratio (Volume)	1.2381
Put-Call Ratio (Open Interest)	0.3063