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.

Direxion Daily S&P Oil & Gas Exp & Prod Bear 2X ETF (DRIP) had 20-Day Implied Volatility (Mean) of 0.6553 for 2026-04-17.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7300
Historical Volatility (Parkinson)	0.6101
Implied Volatility (Calls)	0.6238
Implied Volatility (Puts)	0.6868
Implied Volatility (Mean)	0.6553
Put-Call Implied Volatility Ratio	1.1011
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0903
Put-Call Ratio (Open Interest)	0.1455