Implied Volatility (Mean) (90-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.

Direxion Daily CSI 300 China A Share Bull 2X Shares (CHAU) had 90-Day Implied Volatility (Mean) of 0.3972 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4994
Historical Volatility (Parkinson)	0.2081
Implied Volatility (Calls)	0.3827
Implied Volatility (Puts)	0.4117
Implied Volatility (Mean)	0.3972
Put-Call Implied Volatility Ratio	1.0758
Implied Volatility Skew	-0.0039
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1747