Implied Volatility (Calls) (180-Day)

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

Direxion Daily Junior Gold Miners Index Bull 2X ETF (JNUG) had 180-Day Implied Volatility (Calls) of 0.9405 for 2026-04-17.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1938
Historical Volatility (Parkinson)	0.8018
Implied Volatility (Calls)	0.9405
Implied Volatility (Puts)	0.9807
Implied Volatility (Mean)	0.9606
Put-Call Implied Volatility Ratio	1.0427
Implied Volatility Skew	-0.0095
Option Statistics
Put-Call Ratio (Volume)	0.1874
Put-Call Ratio (Open Interest)	0.2400