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 Ether Daily Target ETF (ETU) had 20-Day Implied Volatility (Mean) of 1.3512 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.2610
Historical Volatility (Parkinson)	0.7876
Implied Volatility (Calls)	1.3075
Implied Volatility (Puts)	1.3949
Implied Volatility (Mean)	1.3512
Put-Call Implied Volatility Ratio	1.0669
Implied Volatility Skew	0.0290
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	0.2559