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.
TR-2XL GS DLY (GSX) had 20-Day Implied Volatility (Mean) of 1.0654 for 2021-05-05.
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