Implied Volatility (Mean) (30-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 MSCI India Bull 2X Shares (INDL) had 30-Day Implied Volatility (Mean) of 0.3266 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4275
Historical Volatility (Parkinson)	0.1423
Implied Volatility (Calls)	0.3238
Implied Volatility (Puts)	0.3294
Implied Volatility (Mean)	0.3266
Put-Call Implied Volatility Ratio	1.0175
Implied Volatility Skew	0.1168
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4216