Implied Volatility (Puts) (30-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 Shares (GUSH) had 30-Day Implied Volatility (Puts) of 0.5570 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5395
Historical Volatility (Parkinson)	0.4146
Implied Volatility (Calls)	0.5691
Implied Volatility (Puts)	0.5570
Implied Volatility (Mean)	0.5630
Put-Call Implied Volatility Ratio	0.9786
Implied Volatility Skew	0.0806
Option Statistics
Put-Call Ratio (Volume)	0.1544
Put-Call Ratio (Open Interest)	0.1381