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 Real Estate Bull 3X Shares (DRN) had 120-Day Implied Volatility (Mean) of 0.5157 for 2025-05-30.

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)	0.6560
Historical Volatility (Parkinson)	0.6390
Implied Volatility (Calls)	0.5411
Implied Volatility (Puts)	0.4902
Implied Volatility (Mean)	0.5157
Put-Call Implied Volatility Ratio	0.9060
Implied Volatility Skew	0.1290
Option Statistics
Put-Call Ratio (Volume)	0.5612
Put-Call Ratio (Open Interest)	0.1835