Implied Volatility (Mean) (180-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 180-Day Implied Volatility (Mean) of 0.5231 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7061
Historical Volatility (Parkinson)	0.5009
Implied Volatility (Calls)	0.5418
Implied Volatility (Puts)	0.5044
Implied Volatility (Mean)	0.5231
Put-Call Implied Volatility Ratio	0.9310
Implied Volatility Skew	0.0932
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0000