Implied Volatility (Mean) (20-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 Long DKNG Daily Target ETF (DKUP) had 20-Day Implied Volatility (Mean) of 1.9403 for 2025-11-07.
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