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 Inverse Bitcoin Daily Target ETF (BTCZ) had 20-Day Implied Volatility (Mean) of 1.0645 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5667
Historical Volatility (Parkinson)	0.4698
Implied Volatility (Calls)	1.0395
Implied Volatility (Puts)	1.0895
Implied Volatility (Mean)	1.0645
Put-Call Implied Volatility Ratio	1.0481
Implied Volatility Skew	0.1093
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0657