Implied Volatility (Calls) (20-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.

Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) had 20-Day Implied Volatility (Calls) of 0.4390 for 2026-07-17.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4845
Historical Volatility (Parkinson)	0.3845
Implied Volatility (Calls)	0.4390
Implied Volatility (Puts)	0.5855
Implied Volatility (Mean)	0.5122
Put-Call Implied Volatility Ratio	1.3338
Implied Volatility Skew	0.0619
Option Statistics
Put-Call Ratio (Volume)	0.0357
Put-Call Ratio (Open Interest)	0.1504