Implied Volatility (Puts) (20-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF (GUSH) had 20-Day Implied Volatility (Puts) of 0.6424 for 2026-10-19.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4778
Historical Volatility (Parkinson)	0.4326
Implied Volatility (Calls)	0.6437
Implied Volatility (Puts)	0.6424
Implied Volatility (Mean)	0.6430
Put-Call Implied Volatility Ratio	0.9980
Implied Volatility Skew	0.0013
Option Statistics
Put-Call Ratio (Volume)	0.9167
Put-Call Ratio (Open Interest)	0.2397