Implied Volatility (Calls) (20-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 S&P Oil & Gas Exp. & Prod. Bear 2X Shares (DRIP) had 20-Day Implied Volatility (Calls) of 0.6006 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5066
Historical Volatility (Parkinson)	0.5053
Implied Volatility (Calls)	0.6006
Implied Volatility (Puts)	0.5805
Implied Volatility (Mean)	0.5906
Put-Call Implied Volatility Ratio	0.9666
Implied Volatility Skew	0.0870
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0611