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 Inverse Bitcoin Daily Target ETF (BTCZ) had 30-Day Implied Volatility (Mean) of 1.2232 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	1.1328
Implied Volatility (Puts)	1.3135
Implied Volatility (Mean)	1.2232
Put-Call Implied Volatility Ratio	1.1596
Implied Volatility Skew	0.2239
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0840