Implied Volatility (Mean) (120-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 Cloud Computing Bull 2X Shares (CLDL) had 120-Day Implied Volatility (Mean) of 0.5058 for 2025-05-27.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7725
Historical Volatility (Parkinson)	0.5369
Implied Volatility (Calls)	0.5088
Implied Volatility (Puts)	0.5028
Implied Volatility (Mean)	0.5058
Put-Call Implied Volatility Ratio	0.9881
Implied Volatility Skew	0.1009
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0000