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 1.2716 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.3218
Historical Volatility (Parkinson)	0.7207
Implied Volatility (Calls)	1.0186
Implied Volatility (Puts)	1.5245
Implied Volatility (Mean)	1.2716
Put-Call Implied Volatility Ratio	1.4967
Implied Volatility Skew	-0.0146
Option Statistics
Put-Call Ratio (Volume)	0.0274
Put-Call Ratio (Open Interest)	0.2388