Implied Volatility (Calls) (30-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 30-Day Implied Volatility (Calls) of 0.5791 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5819
Historical Volatility (Parkinson)	0.3597
Implied Volatility (Calls)	0.5791
Implied Volatility (Puts)	0.5915
Implied Volatility (Mean)	0.5853
Put-Call Implied Volatility Ratio	1.0214
Implied Volatility Skew	0.1181
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0384