Implied Volatility (Calls) (60-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Direxion Daily CSI 300 China A Share Bull 2X Shares (CHAU) had 60-Day Implied Volatility (Calls) of 0.3534 for 2026-01-20.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2418
Historical Volatility (Parkinson)	0.0947
Implied Volatility (Calls)	0.3534
Implied Volatility (Puts)	0.3839
Implied Volatility (Mean)	0.3686
Put-Call Implied Volatility Ratio	1.0863
Implied Volatility Skew	0.0571
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1246