Implied Volatility (Mean) (180-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.
Tradr 2X Long IREN Daily ETF (IREX) had 180-Day Implied Volatility (Mean) of 2.2275 for 2025-10-31.
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